+724.9%
DELL vs KNX
+34.6%
+690.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -1.5% | +13.5% | +12.6% |
| 7D | +8.2% | -5.6% | +13.8% | +10.5% |
| 30D | +17.1% | -4.4% | +21.5% | +19.0% |
| 3M | +45.2% | -17.3% | +62.5% | +55.0% |
| 6M | +286.8% | +22.6% | +264.1% | +260.2% |
| YTD | +354.8% | +31.1% | +323.6% | +314.6% |
| 1Y | +358.3% | +60.2% | +298.1% | +290.0% |
| 3Y | +724.9% | +35.8% | +689.2% | +634.6% |
| All | +724.9% | +34.6% | +690.3% | +634.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling