+205.7%
AA vs KNX
+5,045.1%
-4,839.4%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.8% | +0.9% | -1.0% |
| 7D | -0.6% | +2.3% | -3.0% | -1.5% |
| 30D | -1.6% | +0.5% | -2.0% | -2.0% |
| 3M | -29.8% | -14.1% | -15.7% | -26.5% |
| 6M | -16.6% | +19.8% | -36.4% | -23.2% |
| YTD | -4.0% | +32.7% | -36.8% | -15.1% |
| 1Y | +63.5% | +62.3% | +1.2% | +33.8% |
| 3Y | +86.8% | +36.8% | +49.9% | +61.3% |
| 5Y | +12.4% | +41.8% | -29.4% | -4.9% |
| 10Y | +132.3% | +169.7% | -37.3% | +55.3% |
| All | +205.7% | +5,045.1% | -4,839.4% | +34.6% |
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 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