+311.3%
ARM vs KNX
+37.6%
+273.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.7% | +5.4% | +4.5% |
| 7D | +11.4% | +6.4% | +5.0% | +8.1% |
| 30D | -7.4% | +1.4% | -8.8% | -8.0% |
| 3M | -24.5% | -12.0% | -12.5% | -20.2% |
| 6M | +128.7% | +25.2% | +103.5% | +105.3% |
| YTD | +139.3% | +36.6% | +102.7% | +105.7% |
| 1Y | +88.0% | +67.6% | +20.4% | +45.5% |
| All | +311.3% | +37.6% | +273.7% | +280.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KNX.
Daily Out/Under-Performance
Portfolio return minus KNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KNX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded KNX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling