+780.7%
GOOG vs KNX
+166.7%
+613.9%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.5% | +3.1% | +1.9% |
| 7D | 0.0% | -5.6% | +5.6% | +1.5% |
| 30D | -2.0% | -4.4% | +2.5% | -1.0% |
| 3M | -5.9% | -17.3% | +11.5% | -1.7% |
| 6M | +8.9% | +22.6% | -13.7% | +2.1% |
| YTD | +7.1% | +31.1% | -24.0% | -1.7% |
| 1Y | +39.7% | +60.2% | -20.5% | +20.6% |
| 3Y | +145.8% | +35.8% | +110.1% | +116.1% |
| 5Y | +138.6% | +38.9% | +99.7% | +106.4% |
| All | +780.7% | +166.7% | +613.9% | +538.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling