+47.6%
TSLA vs KNX
+37.6%
+10.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.1% | +1.2% |
| 7D | +3.2% | -5.6% | +8.8% | +5.9% |
| 30D | +11.6% | -4.4% | +16.0% | +13.7% |
| 3M | -8.4% | -17.3% | +8.9% | -0.4% |
| 6M | -10.4% | +22.6% | -33.0% | -19.8% |
| YTD | -18.7% | +31.1% | -49.9% | -30.4% |
| 1Y | -0.9% | +60.2% | -61.1% | -24.8% |
| 3Y | +33.6% | +35.8% | -2.2% | +8.0% |
| All | +47.6% | +37.6% | +10.0% | +14.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling