+11.9%
ACN vs KNX
+45.0%
-33.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.7% | +4.5% | +4.0% |
| 7D | +8.6% | +2.5% | +6.1% | +8.0% |
| 30D | +36.6% | -4.4% | +41.0% | +37.9% |
| 3M | +56.3% | -12.7% | +69.0% | +60.6% |
| 6M | +49.7% | +0.9% | +48.8% | +46.2% |
| YTD | +1.3% | +20.3% | -19.0% | -10.0% |
| 1Y | +11.9% | +40.9% | -29.0% | -9.9% |
| All | +11.9% | +45.0% | -33.0% | -9.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling