+467.3%
KNX vs APTV
+173.4%
+293.9%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.7% | -0.2% | -2.0% |
| 7D | +2.3% | -1.2% | +3.5% | +2.7% |
| 30D | +0.5% | -10.6% | +11.1% | +4.0% |
| 3M | -14.1% | -35.0% | +20.9% | -2.9% |
| 6M | +19.8% | -38.9% | +58.7% | +36.9% |
| YTD | +32.7% | -41.5% | +74.2% | +53.4% |
| 1Y | +62.3% | -45.8% | +108.1% | +91.9% |
| 3Y | +36.8% | -55.7% | +92.5% | +67.1% |
| 5Y | +41.8% | -70.1% | +111.9% | +87.4% |
| 10Y | +169.7% | -19.1% | +188.8% | +143.9% |
| All | +467.3% | +173.4% | +293.9% | +197.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling