-28.9%
AAL vs KNX
+491.7%
-520.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.8% | +3.1% | +2.1% |
| 7D | -1.3% | +2.3% | -3.6% | -2.9% |
| 30D | -13.7% | +0.5% | -14.2% | -14.4% |
| 3M | -8.2% | -14.1% | +6.0% | +0.5% |
| 6M | +13.1% | +19.8% | -6.7% | -1.7% |
| YTD | -15.6% | +32.7% | -48.3% | -31.7% |
| 1Y | +1.4% | +62.3% | -60.9% | -29.4% |
| 3Y | -7.4% | +36.8% | -44.3% | -30.0% |
| 5Y | -35.9% | +41.8% | -77.7% | -54.2% |
| 10Y | -65.1% | +169.7% | -234.8% | -87.1% |
| All | -28.9% | +491.7% | -520.6% | -86.8% |
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