+54.0%
ROKU vs KNX
+40.9%
+13.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.2% | +1.6% |
| 7D | +4.8% | +2.5% | +2.3% | +4.3% |
| 30D | +6.1% | -4.4% | +10.5% | +6.9% |
| 3M | +10.5% | -12.7% | +23.2% | +13.0% |
| 6M | +29.2% | +0.9% | +28.3% | +26.7% |
| YTD | +50.0% | +20.3% | +29.7% | +39.8% |
| All | +54.0% | +40.9% | +13.1% | +41.5% |
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