+38.7%
KNX vs SONY
+9.6%
+29.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.6% | -3.2% | -2.0% |
| 7D | -5.6% | -2.7% | -2.9% | -4.8% |
| 30D | -4.4% | +1.5% | -5.9% | -5.0% |
| 3M | -17.3% | +13.0% | -30.3% | -20.8% |
| 6M | +22.6% | +11.2% | +11.4% | +17.5% |
| YTD | +31.1% | -6.6% | +37.8% | +32.9% |
| 1Y | +60.2% | -18.1% | +78.3% | +69.0% |
| 3Y | +35.8% | +42.1% | -6.3% | +16.6% |
| All | +38.7% | +9.6% | +29.1% | +23.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling