+33.3%
KNX vs APD
+29.7%
+3.5%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.1% | +3.2% | +3.3% |
| 7D | +9.2% | +3.8% | +5.4% | +8.2% |
| 30D | +0.9% | +8.2% | -7.3% | -1.0% |
| 3M | -12.7% | +4.3% | -17.0% | -13.7% |
| 6M | +7.3% | +4.7% | +2.6% | +5.8% |
| YTD | +23.1% | +31.5% | -8.4% | +12.2% |
| 1Y | +47.1% | +23.5% | +23.5% | +36.6% |
| 3Y | +33.3% | +29.1% | +4.1% | +28.4% |
| All | +33.3% | +29.7% | +3.5% | +28.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling