+17,658.6%
SBUX vs KNX
+5,063.0%
+12,595.6%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.2% | -0.9% |
| 7D | -6.2% | -0.5% | -5.7% | -6.1% |
| 30D | -6.4% | +1.0% | -7.5% | -6.8% |
| 3M | +1.0% | -12.6% | +13.7% | +4.2% |
| 6M | -0.4% | +21.1% | -21.5% | -6.0% |
| YTD | +20.0% | +33.2% | -13.2% | +10.1% |
| 1Y | +22.8% | +67.8% | -45.0% | +5.7% |
| 3Y | +12.3% | +37.3% | -25.0% | +0.1% |
| 5Y | -6.4% | +41.1% | -47.5% | -18.1% |
| 10Y | +126.5% | +170.6% | -44.1% | +59.8% |
| All | +17,658.6% | +5,063.0% | +12,595.6% | +7,256.8% |
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