-65.8%
JOBY vs KNX
+45.0%
-110.7%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.7% | +4.8% | +4.4% |
| 7D | -0.6% | +2.5% | -3.1% | -1.4% |
| 30D | -12.6% | -4.4% | -8.2% | -11.4% |
| 3M | -36.6% | -12.7% | -24.0% | -34.0% |
| 6M | -43.0% | +0.9% | -43.9% | -44.2% |
| YTD | -61.7% | +20.3% | -82.1% | -65.8% |
| 1Y | -65.8% | +40.9% | -106.7% | -71.2% |
| All | -65.8% | +45.0% | -110.7% | -71.2% |
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 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