+70.4%
QCOM vs KNX
+36.2%
+34.3%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.8% | +4.2% | +2.2% |
| 7D | +4.4% | +2.3% | +2.0% | +3.5% |
| 30D | +9.4% | +0.5% | +8.9% | +9.0% |
| 3M | -13.7% | -14.1% | +0.5% | -9.8% |
| 6M | +28.9% | +19.8% | +9.1% | +20.0% |
| YTD | +4.7% | +32.7% | -28.0% | -6.5% |
| 1Y | +13.5% | +62.3% | -48.8% | -6.7% |
| All | +70.4% | +36.2% | +34.3% | +51.6% |
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