+4,727.8%
KNX vs INCY
+6,586.4%
-1,858.6%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.2% | +2.5% | +0.6% |
| 7D | -0.5% | -3.7% | +3.2% | 0.0% |
| 30D | +1.0% | +1.8% | -0.8% | +0.7% |
| 3M | -12.6% | +17.0% | -29.6% | -14.5% |
| 6M | +21.1% | +28.4% | -7.3% | +17.1% |
| YTD | +33.2% | +24.8% | +8.4% | +29.1% |
| 1Y | +67.8% | +42.9% | +24.8% | +59.6% |
| 3Y | +37.3% | +92.7% | -55.4% | +24.7% |
| 5Y | +41.1% | +73.3% | -32.3% | +29.0% |
| 10Y | +170.6% | +55.8% | +114.8% | +142.1% |
| All | +4,727.8% | +6,586.4% | -1,858.6% | +2,022.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling