+4,727.8%
KNX vs SONY
+392.8%
+4,335.0%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.3% |
| 7D | -0.5% | -5.8% | +5.3% | +1.1% |
| 30D | +1.0% | -0.4% | +1.4% | +1.0% |
| 3M | -12.6% | +13.3% | -25.9% | -15.9% |
| 6M | +21.1% | +8.5% | +12.6% | +17.5% |
| YTD | +33.2% | -8.1% | +41.3% | +35.0% |
| 1Y | +67.8% | -17.9% | +85.7% | +74.7% |
| 3Y | +37.3% | +41.4% | -4.1% | +22.0% |
| 5Y | +41.1% | +9.3% | +31.8% | +32.5% |
| 10Y | +170.6% | +283.0% | -112.4% | +78.6% |
| All | +4,727.8% | +392.8% | +4,335.0% | +2,434.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling