+559.3%
ROKU vs KNX
+80.1%
+479.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.1% | +1.2% |
| 7D | -0.4% | -5.6% | +5.2% | +2.0% |
| 30D | +2.1% | -4.4% | +6.5% | +3.7% |
| 3M | +29.5% | -17.3% | +46.8% | +39.2% |
| 6M | +53.8% | +22.6% | +31.2% | +37.9% |
| YTD | +42.8% | +31.1% | +11.7% | +23.4% |
| 1Y | +60.7% | +60.2% | +0.5% | +24.9% |
| 3Y | +83.9% | +35.8% | +48.1% | +52.8% |
| 5Y | -52.8% | +38.9% | -91.7% | -60.9% |
| All | +559.3% | +80.1% | +479.2% | +390.7% |
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