+65.4%
KNX vs INCY
+45.3%
+20.2%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.0% | +4.5% | +3.6% |
| 7D | +7.1% | +1.9% | +5.2% | +6.9% |
| 30D | +1.7% | +5.8% | -4.1% | +1.1% |
| 3M | -8.1% | +25.2% | -33.3% | -10.1% |
| 6M | +14.0% | +28.2% | -14.2% | +10.8% |
| YTD | +38.5% | +28.3% | +10.2% | +34.8% |
| 1Y | +65.4% | +48.3% | +17.1% | +63.4% |
| All | +65.4% | +45.3% | +20.2% | +63.4% |
Cumulative growth
Daily Returns
Daily percentage return beside INCY.
Daily Out/Under-Performance
Portfolio return minus INCY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INCY 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 INCY 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