+7.9%
QCOM vs KNX
+67.7%
-59.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.5% | -3.4% | -0.6% |
| 7D | +3.3% | +7.1% | -3.7% | +1.9% |
| 30D | +7.7% | +1.7% | +6.0% | +7.2% |
| 3M | -30.1% | -8.1% | -21.9% | -29.2% |
| 6M | +22.8% | +14.0% | +8.8% | +20.1% |
| YTD | +0.2% | +38.5% | -38.3% | -6.6% |
| 1Y | +7.9% | +65.4% | -57.6% | -3.2% |
| All | +7.9% | +67.7% | -59.8% | -3.2% |
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