+252.1%
INTC vs KNX
+166.7%
+85.4%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.5% | +4.1% | +3.2% |
| 7D | +7.5% | -5.6% | +13.0% | +9.7% |
| 30D | +2.0% | -4.4% | +6.4% | +3.7% |
| 3M | -12.0% | -17.3% | +5.3% | -5.5% |
| 6M | +114.5% | +22.6% | +91.9% | +96.9% |
| YTD | +179.0% | +31.1% | +147.8% | +150.0% |
| 1Y | +318.3% | +60.2% | +258.1% | +244.0% |
| 3Y | +171.2% | +35.8% | +135.5% | +133.3% |
| 5Y | +107.6% | +38.9% | +68.7% | +74.4% |
| All | +252.1% | +166.7% | +85.4% | +134.4% |
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