+315.5%
ARM vs KNX
+33.7%
+281.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.8% | +3.9% | +2.4% |
| 7D | +12.5% | +2.3% | +10.2% | +11.2% |
| 30D | -1.4% | +0.5% | -1.8% | -1.6% |
| 3M | -18.7% | -14.1% | -4.5% | -13.1% |
| 6M | +124.6% | +19.8% | +104.9% | +105.7% |
| YTD | +141.7% | +32.7% | +109.0% | +110.6% |
| 1Y | +87.7% | +62.3% | +25.3% | +47.4% |
| All | +315.5% | +33.7% | +281.8% | +289.6% |
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