+38.7%
KNX vs APD
+22.2%
+16.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.8% | -1.3% |
| 7D | -5.6% | -3.3% | -2.3% | -4.5% |
| 30D | -4.4% | -4.2% | -0.3% | -3.1% |
| 3M | -17.3% | +5.4% | -22.8% | -19.2% |
| 6M | +22.6% | +6.3% | +16.4% | +18.7% |
| YTD | +31.1% | +20.3% | +10.8% | +20.4% |
| 1Y | +60.2% | +1.6% | +58.6% | +57.0% |
| 3Y | +35.8% | +4.0% | +31.7% | +31.2% |
| All | +38.7% | +22.2% | +16.5% | +19.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling