-64.8%
AAL vs KNX
+166.7%
-231.5%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.5% | +2.8% | +2.0% |
| 7D | -0.9% | -5.6% | +4.7% | +1.9% |
| 30D | -12.9% | -4.4% | -8.5% | -11.1% |
| 3M | -11.2% | -17.3% | +6.1% | -3.2% |
| 6M | +17.8% | +22.6% | -4.8% | +5.2% |
| YTD | -15.1% | +31.1% | -46.3% | -26.8% |
| 1Y | +0.5% | +60.2% | -59.7% | -22.3% |
| 3Y | -7.7% | +35.8% | -43.4% | -23.9% |
| 5Y | -31.3% | +38.9% | -70.3% | -44.6% |
| All | -64.8% | +166.7% | -231.5% | -79.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling