+56.2%
AG vs KNX
+37.6%
+18.6%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.5% | -1.4% | -2.5% |
| 7D | -6.7% | -5.6% | -1.1% | -5.4% |
| 30D | +2.2% | -4.4% | +6.6% | +3.2% |
| 3M | +15.7% | -17.3% | +33.0% | +20.9% |
| 6M | -23.8% | +22.6% | -46.4% | -28.2% |
| YTD | +17.6% | +31.1% | -13.5% | +9.2% |
| 1Y | +88.6% | +60.2% | +28.4% | +66.6% |
| 3Y | +253.4% | +35.8% | +217.7% | +219.1% |
| All | +56.2% | +37.6% | +18.6% | +28.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling