+5,679.2%
AXP vs KNX
+5,284.4%
+394.8%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.8% | -4.9% | -2.2% |
| 7D | -2.1% | +7.4% | -9.5% | -4.2% |
| 30D | -6.5% | +2.0% | -8.5% | -7.2% |
| 3M | +4.6% | -7.9% | +12.5% | +6.6% |
| 6M | +5.4% | +14.4% | -8.9% | -0.2% |
| YTD | -11.1% | +38.9% | -50.0% | -20.8% |
| 1Y | -0.3% | +65.9% | -66.2% | -16.4% |
| 3Y | +111.6% | +35.8% | +75.7% | +85.1% |
| 5Y | +117.6% | +43.3% | +74.2% | +84.8% |
| 10Y | +474.1% | +179.6% | +294.5% | +283.3% |
| All | +5,679.2% | +5,284.4% | +394.8% | +2,388.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling