+35.8%
KNX vs SONY
+42.2%
-6.5%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.6% | -3.2% | -1.9% |
| 7D | -5.6% | -2.7% | -2.9% | -5.0% |
| 30D | -4.4% | +1.5% | -5.9% | -4.9% |
| 3M | -17.3% | +13.0% | -30.3% | -20.1% |
| 6M | +22.6% | +11.2% | +11.4% | +18.3% |
| YTD | +31.1% | -6.6% | +37.8% | +32.8% |
| 1Y | +60.2% | -18.1% | +78.3% | +68.0% |
| 3Y | +35.8% | +42.1% | -6.3% | +22.3% |
| All | +35.8% | +42.2% | -6.5% | +22.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SONY.
Daily Out/Under-Performance
Portfolio return minus SONY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SONY 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 3y: compounded portfolio wealth divided by compounded SONY 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…
3y analysis · Full analysis span regression · 6 months rolling