+152.0%
QQQM vs KNX
+79.5%
+72.6%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.4% | +1.3% |
| 7D | -0.6% | -5.6% | +5.0% | +1.0% |
| 30D | -1.2% | -4.4% | +3.2% | -0.1% |
| 3M | -0.1% | -17.3% | +17.2% | +4.8% |
| 6M | +18.0% | +22.6% | -4.7% | +10.4% |
| YTD | +16.7% | +31.1% | -14.5% | +6.5% |
| 1Y | +23.0% | +60.2% | -37.2% | +5.0% |
| 3Y | +93.3% | +35.8% | +57.6% | +68.4% |
| 5Y | +96.3% | +38.9% | +57.4% | +67.2% |
| All | +152.0% | +79.5% | +72.6% | +108.4% |
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