+44.0%
KNX vs ADVB
-89.4%
+133.4%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -5.3% | +2.5% | -2.9% |
| 7D | +2.3% | -13.0% | +15.3% | +2.1% |
| 30D | +0.5% | +7.5% | -7.0% | +0.6% |
| 3M | -14.1% | +129.1% | -143.3% | -12.1% |
| 6M | +19.8% | +71.7% | -52.0% | +22.2% |
| YTD | +32.7% | +45.5% | -12.8% | +35.8% |
| 1Y | +62.3% | -2.7% | +65.1% | +65.7% |
| All | +44.0% | -89.4% | +133.4% | +56.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 10y: compounded portfolio wealth divided by compounded ADVB 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…
10y analysis · Full analysis span regression · 6 months rolling