+33.5%
KNX vs ADVB
-96.8%
+130.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -23.6% | +26.9% | +3.0% |
| 7D | +9.2% | +27.8% | -18.5% | +9.6% |
| 30D | +0.9% | -50.8% | +51.7% | +0.1% |
| 3M | -12.7% | -70.5% | +57.8% | -14.0% |
| 6M | +7.3% | -46.7% | +54.1% | +7.8% |
| YTD | +23.1% | -56.7% | +79.8% | +24.0% |
| 1Y | +47.1% | -71.8% | +118.8% | +48.0% |
| All | +33.5% | -96.8% | +130.4% | +43.3% |
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