+1.4%
AVGO vs KNX
+65.4%
-64.0%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.9% | +0.5% |
| 7D | +1.1% | -5.6% | +6.7% | +1.9% |
| 30D | -13.0% | -4.4% | -8.6% | -12.4% |
| 3M | -6.0% | -17.3% | +11.4% | -3.7% |
| 6M | +6.4% | +22.6% | -16.3% | +4.1% |
| YTD | +5.0% | +31.1% | -26.2% | +2.0% |
| 1Y | +1.4% | +60.2% | -58.8% | -4.1% |
| All | +1.4% | +65.4% | -64.0% | -4.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling