+458.4%
AXP vs KNX
+170.9%
+287.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.7% | -0.5% |
| 7D | -2.8% | -0.5% | -2.3% | -2.7% |
| 30D | -5.9% | +1.0% | -6.9% | -6.4% |
| 3M | +2.6% | -12.6% | +15.3% | +6.8% |
| 6M | +6.4% | +21.1% | -14.7% | -2.4% |
| YTD | -12.6% | +33.2% | -45.8% | -22.9% |
| 1Y | +0.2% | +67.8% | -67.5% | -19.5% |
| 3Y | +110.9% | +37.3% | +73.6% | +77.9% |
| 5Y | +114.7% | +41.1% | +73.6% | +75.6% |
| All | +458.4% | +170.9% | +287.5% | +248.3% |
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