+214.2%
ARM vs KNX
+20.0%
+194.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.7% | -1.3% |
| 7D | +19.8% | +3.8% | +16.0% | +17.7% |
| 30D | -21.8% | -2.0% | -19.8% | -20.9% |
| 3M | -26.5% | -13.2% | -13.4% | -21.4% |
| 6M | -3.9% | +3.6% | -7.6% | -5.8% |
| YTD | +82.8% | +19.1% | +63.6% | +67.7% |
| 1Y | +34.3% | +39.5% | -5.2% | +14.4% |
| 3Y | +282.2% | +28.7% | +253.5% | +232.6% |
| All | +214.2% | +20.0% | +194.2% | +210.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling