-24.7%
ACN vs KNX
+67.7%
-92.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +3.5% | -6.8% | -3.9% |
| 7D | -1.5% | +7.1% | -8.6% | -2.8% |
| 30D | +9.4% | +1.7% | +7.7% | +8.9% |
| 3M | +5.6% | -8.1% | +13.8% | +7.2% |
| 6M | -9.3% | +14.0% | -23.3% | -12.8% |
| YTD | -29.0% | +38.5% | -67.5% | -35.3% |
| 1Y | -24.7% | +65.4% | -90.1% | -34.0% |
| All | -24.7% | +67.7% | -92.4% | -34.0% |
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 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