+82.4%
ORCL vs KNX
+41.5%
+41.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.3% | -5.7% | -5.4% |
| 7D | -0.7% | -0.5% | -0.2% | -0.6% |
| 30D | +5.1% | +1.0% | +4.1% | +5.0% |
| 3M | -23.7% | -12.6% | -11.1% | -22.0% |
| 6M | +3.1% | +21.1% | -18.0% | -1.4% |
| YTD | -20.8% | +33.2% | -54.0% | -26.0% |
| 1Y | -52.9% | +67.8% | -120.7% | -58.4% |
| 3Y | +25.4% | +37.3% | -11.9% | +13.4% |
| 5Y | +82.4% | +41.1% | +41.4% | +66.3% |
| All | +82.4% | +41.5% | +41.0% | +66.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling