+33.7%
ILMN vs KNX
+36.7%
-3.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.3% | -2.2% | -2.0% |
| 7D | -9.2% | -0.5% | -8.7% | -9.1% |
| 30D | +4.4% | +1.0% | +3.4% | +3.8% |
| 3M | +23.9% | -12.6% | +36.5% | +29.7% |
| 6M | +64.5% | +21.1% | +43.4% | +49.9% |
| YTD | +53.5% | +33.2% | +20.3% | +32.7% |
| 1Y | +110.8% | +67.8% | +43.0% | +62.0% |
| All | +33.7% | +36.7% | -3.0% | +12.3% |
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 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