+407.0%
AXP vs KNX
+105.1%
+301.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.3% | -2.5% | -0.3% |
| 7D | -0.1% | +9.2% | -9.3% | -3.1% |
| 30D | +4.4% | +0.9% | +3.5% | +3.9% |
| 3M | -6.4% | -12.7% | +6.3% | -2.5% |
| 6M | +4.2% | +7.3% | -3.2% | -0.2% |
| YTD | -12.4% | +23.1% | -35.5% | -20.8% |
| 1Y | -11.1% | +47.1% | -58.2% | -24.8% |
| 3Y | +114.9% | +33.3% | +81.6% | +83.4% |
| 5Y | +87.4% | +12.1% | +75.3% | +66.1% |
| All | +407.0% | +105.1% | +301.9% | +247.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling