+4,653.7%
KNX vs IDXX
+13,586.8%
-8,933.1%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.2% | -1.5% |
| 7D | -5.6% | -5.7% | +0.1% | -4.5% |
| 30D | -4.4% | -11.5% | +7.1% | -2.2% |
| 3M | -17.3% | -9.5% | -7.8% | -15.9% |
| 6M | +22.6% | -16.0% | +38.6% | +26.3% |
| YTD | +31.1% | -25.4% | +56.5% | +38.0% |
| 1Y | +60.2% | -21.8% | +82.0% | +66.4% |
| 3Y | +35.8% | +7.0% | +28.7% | +31.2% |
| 5Y | +38.9% | -26.0% | +64.9% | +41.1% |
| 10Y | +166.5% | +358.9% | -192.5% | +96.8% |
| All | +4,653.7% | +13,586.8% | -8,933.1% | +2,084.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling