+118.0%
AXP vs KNX
+41.9%
+76.1%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.6% | +0.5% |
| 7D | +0.6% | +6.4% | -5.8% | -1.5% |
| 30D | -4.3% | +1.4% | -5.7% | -5.0% |
| 3M | +4.7% | -12.0% | +16.7% | +8.6% |
| 6M | +9.0% | +25.2% | -16.2% | -1.1% |
| YTD | -11.1% | +36.6% | -47.7% | -22.3% |
| 1Y | +1.3% | +67.6% | -66.3% | -18.8% |
| 3Y | +114.5% | +40.8% | +73.7% | +79.2% |
| 5Y | +118.0% | +43.3% | +74.7% | +74.0% |
| All | +118.0% | +41.9% | +76.1% | +74.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling