+123.0%
IBM vs KNX
+37.6%
+85.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.5% | +5.5% | +4.2% |
| 7D | +3.6% | -5.6% | +9.2% | +4.5% |
| 30D | +3.1% | -4.4% | +7.5% | +3.7% |
| 3M | -10.8% | -17.3% | +6.5% | -8.4% |
| 6M | -0.8% | +22.6% | -23.4% | -4.8% |
| YTD | -16.2% | +31.1% | -47.3% | -20.6% |
| 1Y | -2.9% | +60.2% | -63.1% | -11.2% |
| 3Y | +79.8% | +35.8% | +44.1% | +66.3% |
| All | +123.0% | +37.6% | +85.5% | +103.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling