+4,746.3%
INTC vs KNX
+5,063.1%
-316.7%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.3% | -5.9% | -5.7% |
| 7D | +9.4% | -0.5% | +9.9% | +9.5% |
| 30D | +2.7% | +1.0% | +1.7% | +2.4% |
| 3M | -6.3% | -12.6% | +6.4% | -2.9% |
| 6M | +114.5% | +21.1% | +93.4% | +103.1% |
| YTD | +171.9% | +33.2% | +138.7% | +151.6% |
| 1Y | +305.0% | +67.8% | +237.2% | +250.6% |
| 3Y | +168.3% | +37.3% | +131.0% | +142.6% |
| 5Y | +102.3% | +41.1% | +61.2% | +80.3% |
| 10Y | +249.4% | +170.6% | +78.7% | +156.9% |
| All | +4,746.3% | +5,063.1% | -316.7% | +2,072.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling