+270.3%
ORCL vs KNX
+105.1%
+165.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.3% | -4.7% | -2.2% |
| 7D | +8.0% | +9.2% | -1.3% | +5.7% |
| 30D | -4.0% | +0.9% | -4.9% | -4.3% |
| 3M | -19.5% | -12.7% | -6.8% | -16.9% |
| 6M | -33.5% | +7.3% | -40.8% | -35.1% |
| YTD | -34.8% | +23.1% | -57.9% | -39.1% |
| 1Y | -41.6% | +47.1% | -88.7% | -48.0% |
| 3Y | +13.8% | +33.3% | -19.5% | +1.0% |
| 5Y | +43.4% | +12.1% | +31.3% | +30.8% |
| All | +270.3% | +105.1% | +165.2% | +178.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling