+5.4%
AXP vs KNX
+15.9%
-10.4%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.8% | -4.9% | -1.4% |
| 7D | -2.1% | +7.4% | -9.5% | -2.7% |
| 30D | -6.5% | +2.0% | -8.5% | -6.7% |
| 3M | +4.6% | -7.9% | +12.5% | +5.2% |
| 6M | +5.4% | +14.4% | -8.9% | +2.6% |
| All | +5.4% | +15.9% | -10.4% | +2.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling