-28.0%
JOBY vs KNX
+37.6%
-65.6%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.8% | +2.0% |
| 7D | -5.2% | -5.6% | +0.4% | -2.6% |
| 30D | -19.7% | -4.4% | -15.3% | -18.1% |
| 3M | -31.7% | -17.3% | -14.4% | -26.0% |
| 6M | -37.5% | +22.6% | -60.2% | -44.7% |
| YTD | -51.6% | +31.1% | -82.7% | -58.9% |
| 1Y | -53.3% | +60.2% | -113.5% | -64.7% |
| 3Y | -12.2% | +35.8% | -48.0% | -28.7% |
| All | -28.0% | +37.6% | -65.6% | -42.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling