-40.4%
ACN vs KNX
+34.6%
-75.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.5% | +4.9% | +3.7% |
| 7D | -1.5% | -5.6% | +4.1% | -0.2% |
| 30D | +2.1% | -4.4% | +6.5% | +3.0% |
| 3M | +11.1% | -17.3% | +28.4% | +15.8% |
| 6M | -6.8% | +22.6% | -29.5% | -12.8% |
| YTD | -30.0% | +31.1% | -61.2% | -35.7% |
| 1Y | -23.1% | +60.2% | -83.3% | -33.3% |
| 3Y | -40.4% | +35.8% | -76.1% | -45.9% |
| All | -40.4% | +34.6% | -75.0% | -45.9% |
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 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