+51.2%
JNJ vs KNX
+45.0%
+6.3%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.7% | +4.5% | +3.8% |
| 7D | +1.9% | +2.5% | -0.5% | +2.0% |
| 30D | +9.2% | -4.4% | +13.7% | +9.2% |
| 3M | +8.9% | -12.7% | +21.6% | +8.9% |
| 6M | +24.6% | +0.9% | +23.7% | +24.3% |
| YTD | +35.7% | +20.3% | +15.3% | +36.3% |
| 1Y | +51.2% | +40.9% | +10.3% | +55.8% |
| All | +51.2% | +45.0% | +6.3% | +55.8% |
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