-44.0%
ACHR vs KNX
+74.1%
-118.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.5% | +3.9% | +3.2% |
| 7D | -2.3% | -5.6% | +3.3% | +0.8% |
| 30D | -11.3% | -4.4% | -6.9% | -9.0% |
| 3M | +5.3% | -17.3% | +22.6% | +15.3% |
| 6M | -13.2% | +22.6% | -35.8% | -25.3% |
| YTD | -25.8% | +31.1% | -56.9% | -39.2% |
| 1Y | -34.3% | +60.2% | -94.5% | -53.1% |
| 3Y | -19.9% | +35.8% | -55.7% | -36.7% |
| 5Y | -42.7% | +38.9% | -81.6% | -54.9% |
| All | -44.0% | +74.1% | -118.2% | -58.1% |
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