+2,550.6%
SOXX vs KNX
+1,289.6%
+1,260.9%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.5% | +3.4% | +2.5% |
| 7D | +1.4% | -5.6% | +7.0% | +3.7% |
| 30D | -3.6% | -4.4% | +0.8% | -1.9% |
| 3M | -10.2% | -17.3% | +7.2% | -3.4% |
| 6M | +54.2% | +22.6% | +31.6% | +41.2% |
| YTD | +75.2% | +31.1% | +44.1% | +55.3% |
| 1Y | +107.5% | +60.2% | +47.3% | +68.3% |
| 3Y | +226.8% | +35.8% | +191.0% | +176.1% |
| 5Y | +251.2% | +38.9% | +212.3% | +191.7% |
| 10Y | +1,567.6% | +166.5% | +1,401.2% | +892.2% |
| All | +2,550.6% | +1,289.6% | +1,260.9% | +636.7% |
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