+358.7%
ALAB vs KNX
+37.0%
+321.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +0.3% | -5.7% | -5.5% |
| 7D | +0.6% | -0.5% | +1.1% | +0.9% |
| 30D | -8.8% | +1.0% | -9.8% | -9.0% |
| 3M | -14.0% | -12.6% | -1.4% | -9.9% |
| 6M | +144.3% | +21.1% | +123.2% | +129.6% |
| YTD | +71.0% | +33.2% | +37.8% | +53.6% |
| 1Y | +23.5% | +67.8% | -44.3% | -0.1% |
| All | +358.7% | +37.0% | +321.7% | +257.3% |
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