+6,544.1%
INTU vs KNX
+5,194.7%
+1,349.4%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.7% | -2.5% | -3.7% |
| 7D | -7.5% | +6.4% | -13.9% | -9.0% |
| 30D | -1.9% | +1.4% | -3.3% | -2.4% |
| 3M | +4.9% | -12.0% | +16.9% | +7.8% |
| 6M | -33.2% | +25.2% | -58.4% | -37.5% |
| YTD | -51.4% | +36.6% | -88.0% | -55.8% |
| 1Y | -52.0% | +67.6% | -119.6% | -58.8% |
| 3Y | -40.7% | +40.8% | -81.5% | -48.1% |
| 5Y | -41.7% | +43.3% | -85.1% | -49.4% |
| 10Y | +211.1% | +170.1% | +41.0% | +121.1% |
| All | +6,544.1% | +5,194.7% | +1,349.4% | +2,246.2% |
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