+36.6%
ORLY vs KNX
+34.6%
+2.0%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.9% | +0.5% |
| 7D | -2.4% | -5.6% | +3.2% | -1.8% |
| 30D | -6.8% | -4.4% | -2.4% | -6.4% |
| 3M | -4.8% | -17.3% | +12.6% | -3.2% |
| 6M | -9.1% | +22.6% | -31.7% | -11.0% |
| YTD | -5.9% | +31.1% | -37.1% | -8.6% |
| 1Y | -20.4% | +60.2% | -80.6% | -24.2% |
| 3Y | +36.6% | +35.8% | +0.8% | +33.8% |
| All | +36.6% | +34.6% | +2.0% | +33.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling