+65.9%
KNX vs IDXX
-16.0%
+81.9%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.2% | +2.6% | +3.5% |
| 7D | +7.4% | -3.5% | +10.9% | +8.2% |
| 30D | +2.0% | -8.4% | +10.4% | +3.7% |
| 3M | -7.9% | -5.2% | -2.7% | -7.0% |
| 6M | +14.4% | -17.5% | +31.8% | +18.0% |
| YTD | +38.9% | -20.9% | +59.8% | +43.7% |
| 1Y | +65.9% | -16.4% | +82.3% | +72.8% |
| All | +65.9% | -16.0% | +81.9% | +72.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IDXX.
Daily Out/Under-Performance
Portfolio return minus IDXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IDXX 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 1y: compounded portfolio wealth divided by compounded IDXX 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…
1y analysis · Full analysis span regression · 6 months rolling