+274.4%
KLAC vs KNX
+34.6%
+239.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.5% | +3.5% | +2.6% |
| 7D | -2.7% | -5.6% | +2.9% | -0.4% |
| 30D | -13.2% | -4.4% | -8.8% | -11.5% |
| 3M | -25.0% | -17.3% | -7.7% | -19.2% |
| 6M | +23.6% | +22.6% | +1.0% | +15.6% |
| YTD | +49.2% | +31.1% | +18.1% | +35.9% |
| 1Y | +89.3% | +60.2% | +29.1% | +59.5% |
| 3Y | +274.4% | +35.8% | +238.6% | +227.1% |
| All | +274.4% | +34.6% | +239.8% | +227.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling