-49.7%
INTU vs KNX
+67.7%
-117.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +3.5% | -6.8% | -3.5% |
| 7D | -7.1% | +7.1% | -14.1% | -7.3% |
| 30D | +1.5% | +1.7% | -0.2% | +1.4% |
| 3M | +10.7% | -8.1% | +18.8% | +10.8% |
| 6M | -23.8% | +14.0% | -37.9% | -23.8% |
| YTD | -49.3% | +38.5% | -87.8% | -50.0% |
| 1Y | -49.7% | +65.4% | -115.1% | -50.6% |
| All | -49.7% | +67.7% | -117.4% | -50.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling