-45.3%
ACHR vs KNX
+76.8%
-122.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.3% | -1.1% |
| 7D | -5.4% | -0.5% | -4.9% | -5.2% |
| 30D | -19.7% | +1.0% | -20.8% | -20.3% |
| 3M | +7.9% | -12.6% | +20.6% | +14.7% |
| 6M | -13.8% | +21.1% | -34.9% | -25.2% |
| YTD | -27.5% | +33.2% | -60.7% | -41.1% |
| 1Y | -33.9% | +67.8% | -101.7% | -54.2% |
| 3Y | -20.0% | +37.3% | -57.3% | -37.1% |
| 5Y | -44.0% | +41.1% | -85.1% | -56.3% |
| All | -45.3% | +76.8% | -122.2% | -59.4% |
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