+65.2%
ALAB vs KNX
+67.7%
-2.5%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +3.5% | +6.3% | +8.7% |
| 7D | +7.2% | +7.1% | +0.2% | +5.3% |
| 30D | -2.5% | +1.7% | -4.2% | -2.9% |
| 3M | -13.3% | -8.1% | -5.2% | -11.8% |
| 6M | +172.8% | +14.0% | +158.8% | +165.0% |
| YTD | +86.6% | +38.5% | +48.1% | +77.2% |
| 1Y | +65.2% | +65.4% | -0.3% | +49.2% |
| All | +65.2% | +67.7% | -2.5% | +49.2% |
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