+4,362.0%
KNX vs APD
+3,034.0%
+1,328.0%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.1% | +3.2% | +3.3% |
| 7D | +9.2% | +3.8% | +5.4% | +7.6% |
| 30D | +0.9% | +8.2% | -7.3% | -2.2% |
| 3M | -12.7% | +4.3% | -17.0% | -14.2% |
| 6M | +7.3% | +4.7% | +2.6% | +4.6% |
| YTD | +23.1% | +31.5% | -8.4% | +8.8% |
| 1Y | +47.1% | +23.5% | +23.5% | +33.0% |
| 3Y | +33.3% | +29.1% | +4.1% | +16.0% |
| 5Y | +12.1% | +15.9% | -3.8% | +0.5% |
| 10Y | +106.9% | +191.9% | -85.0% | +24.6% |
| All | +4,362.0% | +3,034.0% | +1,328.0% | +1,384.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling