+31,674.6%
AVGO vs KNX
+388.6%
+31,286.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.1% |
| 7D | +1.0% | -0.5% | +1.5% | +1.1% |
| 30D | -13.3% | +1.0% | -14.3% | -13.7% |
| 3M | -2.9% | -12.6% | +9.8% | +1.0% |
| 6M | +5.7% | +21.1% | -15.4% | -2.1% |
| YTD | +4.6% | +33.2% | -28.6% | -7.0% |
| 1Y | -1.6% | +67.8% | -69.4% | -20.3% |
| 3Y | +336.2% | +37.3% | +298.9% | +267.2% |
| 5Y | +695.6% | +41.1% | +654.6% | +552.1% |
| 10Y | +2,827.6% | +170.6% | +2,657.0% | +1,607.8% |
| All | +31,674.6% | +388.6% | +31,286.1% | +13,181.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling