+114.5%
AXP vs KNX
+39.7%
+74.8%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.6% | +0.4% |
| 7D | +0.6% | +6.4% | -5.8% | -1.2% |
| 30D | -4.3% | +1.4% | -5.7% | -4.9% |
| 3M | +4.7% | -12.0% | +16.7% | +8.1% |
| 6M | +9.0% | +25.2% | -16.2% | -0.1% |
| YTD | -11.1% | +36.6% | -47.7% | -21.2% |
| 1Y | +1.3% | +67.6% | -66.3% | -17.0% |
| 3Y | +114.5% | +40.8% | +73.7% | +91.3% |
| All | +114.5% | +39.7% | +74.8% | +91.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling