-28.0%
ORCL vs KNX
+67.7%
-95.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.5% | -0.4% | +3.0% |
| 7D | +5.3% | +7.1% | -1.8% | +5.2% |
| 30D | +10.0% | +1.7% | +8.3% | +9.8% |
| 3M | -32.6% | -8.1% | -24.4% | -32.8% |
| 6M | +4.9% | +14.0% | -9.1% | +4.6% |
| YTD | -17.8% | +38.5% | -56.3% | -13.7% |
| 1Y | -28.0% | +65.4% | -93.4% | -22.6% |
| All | -28.0% | +67.7% | -95.7% | -22.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KNX.
Daily Out/Under-Performance
Portfolio return minus KNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KNX 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 KNX 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