+13.6%
KNX vs APD
+16.4%
-2.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.1% | +3.2% | +3.3% |
| 7D | +9.2% | +3.8% | +5.4% | +7.8% |
| 30D | +0.9% | +8.2% | -7.3% | -1.8% |
| 3M | -12.7% | +4.3% | -17.0% | -14.0% |
| 6M | +7.3% | +4.7% | +2.6% | +5.1% |
| YTD | +23.1% | +31.5% | -8.4% | +9.5% |
| 1Y | +47.1% | +23.5% | +23.5% | +33.8% |
| 3Y | +33.3% | +29.1% | +4.1% | +17.9% |
| All | +13.6% | +16.4% | -2.9% | +1.1% |
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