+409.0%
AG vs KNX
+393.1%
+15.9%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.5% | -1.4% | -2.6% |
| 7D | -6.7% | -5.6% | -1.1% | -5.6% |
| 30D | +2.2% | -4.4% | +6.6% | +3.1% |
| 3M | +15.7% | -17.3% | +33.0% | +20.3% |
| 6M | -23.8% | +22.6% | -46.4% | -27.6% |
| YTD | +17.6% | +31.1% | -13.5% | +10.1% |
| 1Y | +88.6% | +60.2% | +28.4% | +68.7% |
| 3Y | +253.4% | +35.8% | +217.7% | +222.2% |
| 5Y | +62.4% | +38.9% | +23.5% | +44.5% |
| 10Y | +61.2% | +166.5% | -105.2% | +14.3% |
| All | +409.0% | +393.1% | +15.9% | +162.7% |
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