+40.9%
KNX vs APD
+36.4%
+4.6%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.9% | -2.6% | -0.7% |
| 7D | +2.5% | +3.8% | -1.3% | +2.4% |
| 30D | -4.4% | +14.1% | -18.5% | -4.5% |
| 3M | -12.7% | +8.2% | -20.9% | -12.8% |
| 6M | +0.9% | +7.5% | -6.6% | +0.8% |
| YTD | +20.3% | +31.7% | -11.3% | +16.6% |
| 1Y | +40.9% | +35.1% | +5.9% | +35.5% |
| All | +40.9% | +36.4% | +4.6% | +35.5% |
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