+272.2%
QCOM vs KNX
+170.9%
+101.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | -0.1% | +0.2% |
| 7D | +4.9% | -0.5% | +5.4% | +5.0% |
| 30D | +9.3% | +1.0% | +8.3% | +8.7% |
| 3M | -7.0% | -12.6% | +5.7% | -3.0% |
| 6M | +32.0% | +21.1% | +10.9% | +21.7% |
| YTD | +5.0% | +33.2% | -28.2% | -6.9% |
| 1Y | +13.6% | +67.8% | -54.2% | -8.1% |
| 3Y | +77.6% | +37.3% | +40.3% | +50.9% |
| 5Y | +38.2% | +41.1% | -2.9% | +15.4% |
| All | +272.2% | +170.9% | +101.3% | +144.9% |
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