-41.7%
INTU vs KNX
+36.7%
-78.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.4% |
| 7D | -9.2% | -0.5% | -8.7% | -9.1% |
| 30D | -7.0% | +1.0% | -8.1% | -7.2% |
| 3M | +10.5% | -12.6% | +23.2% | +12.2% |
| 6M | -30.6% | +21.1% | -51.7% | -32.5% |
| YTD | -52.3% | +33.2% | -85.5% | -54.6% |
| 1Y | -51.8% | +67.8% | -119.6% | -56.1% |
| All | -41.7% | +36.7% | -78.4% | -44.1% |
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