+171.2%
INTC vs KNX
+34.6%
+136.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.5% | +4.1% | +3.3% |
| 7D | +7.5% | -5.6% | +13.0% | +10.1% |
| 30D | +2.0% | -4.4% | +6.4% | +3.9% |
| 3M | -12.0% | -17.3% | +5.3% | -4.7% |
| 6M | +114.5% | +22.6% | +91.9% | +94.6% |
| YTD | +179.0% | +31.1% | +147.8% | +146.6% |
| 1Y | +318.3% | +60.2% | +258.1% | +235.8% |
| 3Y | +171.2% | +35.8% | +135.5% | +136.3% |
| All | +171.2% | +34.6% | +136.7% | +136.3% |
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