+40,685.7%
ORLY vs KNX
+4,983.8%
+35,701.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.9% | +0.7% |
| 7D | -2.4% | -5.6% | +3.2% | -1.2% |
| 30D | -6.8% | -4.4% | -2.4% | -6.0% |
| 3M | -4.8% | -17.3% | +12.6% | -1.1% |
| 6M | -9.1% | +22.6% | -31.7% | -13.7% |
| YTD | -5.9% | +31.1% | -37.1% | -12.3% |
| 1Y | -20.4% | +60.2% | -80.6% | -29.4% |
| 3Y | +36.6% | +35.8% | +0.8% | +22.7% |
| 5Y | +117.3% | +38.9% | +78.4% | +91.1% |
| 10Y | +362.7% | +166.5% | +196.3% | +236.1% |
| All | +40,685.7% | +4,983.8% | +35,701.9% | +18,154.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling