+1,592.1%
ACN vs KNX
+1,199.3%
+392.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.8% | +1.0% | -1.0% |
| 7D | -6.3% | +2.3% | -8.7% | -6.9% |
| 30D | -1.4% | +0.5% | -1.8% | -1.7% |
| 3M | +2.6% | -14.1% | +16.7% | +6.3% |
| 6M | -14.3% | +19.8% | -34.1% | -19.5% |
| YTD | -33.1% | +32.7% | -65.9% | -39.0% |
| 1Y | -28.8% | +62.3% | -91.1% | -38.9% |
| 3Y | -43.0% | +36.8% | -79.8% | -49.8% |
| 5Y | -44.0% | +41.8% | -85.8% | -51.7% |
| 10Y | +88.5% | +169.7% | -81.1% | +29.6% |
| All | +1,592.1% | +1,199.3% | +392.9% | +539.6% |
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