-19.9%
ACHR vs KNX
+34.6%
-54.5%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.5% | +3.9% | +3.3% |
| 7D | -2.3% | -5.6% | +3.3% | +1.0% |
| 30D | -11.3% | -4.4% | -6.9% | -8.9% |
| 3M | +5.3% | -17.3% | +22.6% | +16.1% |
| 6M | -13.2% | +22.6% | -35.8% | -26.8% |
| YTD | -25.8% | +31.1% | -56.9% | -40.9% |
| 1Y | -34.3% | +60.2% | -94.5% | -55.8% |
| 3Y | -19.9% | +35.8% | -55.7% | -33.0% |
| All | -19.9% | +34.6% | -54.5% | -33.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling