+2.1%
AAL vs KNX
+67.7%
-65.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.5% | -2.2% | -0.2% |
| 7D | -3.7% | +7.1% | -10.8% | -6.5% |
| 30D | -20.8% | +1.7% | -22.5% | -21.4% |
| 3M | -1.3% | -8.1% | +6.9% | +2.1% |
| 6M | +5.4% | +14.0% | -8.7% | -1.0% |
| YTD | -14.4% | +38.5% | -52.9% | -24.5% |
| 1Y | +2.1% | +65.4% | -63.3% | -16.7% |
| All | +2.1% | +67.7% | -65.6% | -16.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling