+4,850.9%
KNX vs APD
+2,828.5%
+2,022.4%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.5% | -1.2% |
| 7D | +6.4% | -2.5% | +8.9% | +7.4% |
| 30D | +1.4% | -1.9% | +3.3% | +2.0% |
| 3M | -12.0% | +8.2% | -20.3% | -15.2% |
| 6M | +25.2% | +10.7% | +14.4% | +18.8% |
| YTD | +36.6% | +22.9% | +13.7% | +24.0% |
| 1Y | +67.6% | +5.8% | +61.8% | +60.7% |
| 3Y | +40.8% | +7.8% | +33.0% | +31.3% |
| 5Y | +43.3% | +26.1% | +17.2% | +24.0% |
| 10Y | +170.1% | +163.7% | +6.4% | +69.3% |
| All | +4,850.9% | +2,828.5% | +2,022.4% | +1,593.0% |
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