+319.1%
DELL vs KNX
+67.7%
+251.4%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.5% | -2.0% | 0.0% |
| 7D | +14.9% | +7.1% | +7.8% | +11.6% |
| 30D | +13.3% | +1.7% | +11.6% | +12.6% |
| 3M | +24.4% | -8.1% | +32.5% | +28.1% |
| 6M | +258.0% | +14.0% | +244.0% | +239.1% |
| YTD | +320.2% | +38.5% | +281.7% | +278.0% |
| 1Y | +319.1% | +65.4% | +253.6% | +258.4% |
| All | +319.1% | +67.7% | +251.4% | +258.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling