+160.2%
KNX vs APD
+166.7%
-6.4%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.8% | -1.2% |
| 7D | -5.6% | -3.3% | -2.3% | -4.2% |
| 30D | -4.4% | -4.2% | -0.3% | -2.7% |
| 3M | -17.3% | +5.4% | -22.8% | -19.7% |
| 6M | +22.6% | +6.3% | +16.4% | +18.0% |
| YTD | +31.1% | +20.3% | +10.8% | +18.8% |
| 1Y | +60.2% | +1.6% | +58.6% | +55.9% |
| 3Y | +35.8% | +4.0% | +31.7% | +28.1% |
| 5Y | +38.9% | +23.3% | +15.6% | +17.8% |
| All | +160.2% | +166.7% | -6.4% | +35.7% |
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