+14,607.0%
EBAY vs KNX
+2,496.0%
+12,111.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.5% | +4.1% | +3.0% |
| 7D | +4.2% | -5.6% | +9.8% | +5.9% |
| 30D | +5.6% | -4.4% | +10.0% | +6.7% |
| 3M | -1.4% | -17.3% | +15.9% | +3.6% |
| 6M | +18.2% | +22.6% | -4.4% | +9.6% |
| YTD | +24.8% | +31.1% | -6.3% | +13.1% |
| 1Y | +18.0% | +60.2% | -42.2% | 0.0% |
| 3Y | +160.3% | +35.8% | +124.5% | +125.0% |
| 5Y | +62.1% | +38.9% | +23.2% | +37.4% |
| 10Y | +283.1% | +166.5% | +116.7% | +146.3% |
| All | +14,607.0% | +2,496.0% | +12,111.0% | +3,217.0% |
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