+102.1%
KNX vs APD
+191.9%
-89.8%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.1% | +3.2% | +3.3% |
| 7D | +9.2% | +3.8% | +5.4% | +7.5% |
| 30D | +0.9% | +8.2% | -7.3% | -2.3% |
| 3M | -12.7% | +4.3% | -17.0% | -14.3% |
| 6M | +7.3% | +4.7% | +2.6% | +4.5% |
| YTD | +23.1% | +31.5% | -8.4% | +7.4% |
| 1Y | +47.1% | +23.5% | +23.5% | +31.7% |
| 3Y | +33.3% | +29.1% | +4.1% | +14.3% |
| 5Y | +12.1% | +15.9% | -3.8% | -1.1% |
| All | +102.1% | +191.9% | -89.8% | -0.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling