+4,134.6%
JNJ vs KNX
+4,983.8%
-849.2%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | -0.1% |
| 7D | -3.5% | -5.6% | +2.1% | -3.0% |
| 30D | +2.3% | -4.4% | +6.7% | +2.7% |
| 3M | +12.0% | -17.3% | +29.3% | +13.9% |
| 6M | +10.5% | +22.6% | -12.2% | +7.8% |
| YTD | +30.4% | +31.1% | -0.8% | +26.2% |
| 1Y | +52.1% | +60.2% | -8.1% | +44.0% |
| 3Y | +77.8% | +35.8% | +42.1% | +69.4% |
| 5Y | +82.9% | +38.9% | +44.0% | +72.4% |
| 10Y | +194.8% | +166.5% | +28.4% | +155.2% |
| All | +4,134.6% | +4,983.8% | -849.2% | +3,159.3% |
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