+143.3%
DELL vs KNX
+45.0%
+98.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -0.7% | -8.1% | -8.5% |
| 7D | -24.6% | +2.5% | -27.1% | -25.4% |
| 30D | -32.5% | -4.4% | -28.1% | -31.2% |
| 3M | -20.2% | -12.7% | -7.5% | -15.1% |
| 6M | +76.5% | +0.9% | +75.6% | +75.1% |
| YTD | +198.9% | +20.3% | +178.6% | +169.1% |
| 1Y | +143.3% | +40.9% | +102.4% | +96.4% |
| All | +143.3% | +45.0% | +98.4% | +96.4% |
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