+35.8%
KNX vs APTV
-55.4%
+91.2%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.2% | -1.4% |
| 7D | -5.6% | -5.0% | -0.6% | -3.9% |
| 30D | -4.4% | -6.1% | +1.7% | -2.3% |
| 3M | -17.3% | -33.0% | +15.7% | -5.4% |
| 6M | +22.6% | -35.2% | +57.9% | +40.0% |
| YTD | +31.1% | -40.1% | +71.3% | +53.7% |
| 1Y | +60.2% | -45.6% | +105.8% | +94.5% |
| 3Y | +35.8% | -54.4% | +90.1% | +69.8% |
| All | +35.8% | -55.4% | +91.2% | +69.8% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV 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 APTV 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