-0.3%
AXP vs KNX
+67.7%
-68.0%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.5% | -4.6% | -1.6% |
| 7D | -2.1% | +7.1% | -9.2% | -3.1% |
| 30D | -6.5% | +1.7% | -8.2% | -6.8% |
| 3M | +4.6% | -8.1% | +12.8% | +5.7% |
| 6M | +5.4% | +14.0% | -8.6% | +2.1% |
| YTD | -11.1% | +38.5% | -49.6% | -17.0% |
| 1Y | -0.3% | +65.4% | -65.7% | -8.6% |
| All | -0.3% | +67.7% | -68.0% | -8.6% |
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 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