+65.4%
KNX vs APD
+6.0%
+59.4%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.0% | +4.4% | +3.5% |
| 7D | +7.1% | -2.2% | +9.3% | +7.1% |
| 30D | +1.7% | +2.1% | -0.4% | +1.6% |
| 3M | -8.1% | +7.2% | -15.3% | -8.2% |
| 6M | +14.0% | +11.2% | +2.8% | +12.8% |
| YTD | +38.5% | +24.4% | +14.1% | +34.0% |
| 1Y | +65.4% | +6.7% | +58.8% | +65.4% |
| All | +65.4% | +6.0% | +59.4% | +65.4% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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