+369.5%
ALAB vs KNX
+34.9%
+334.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.5% | +3.9% | +2.9% |
| 7D | -6.2% | -5.6% | -0.6% | -4.2% |
| 30D | -8.7% | -4.4% | -4.2% | -7.1% |
| 3M | -20.7% | -17.3% | -3.4% | -15.5% |
| 6M | +133.5% | +22.6% | +110.9% | +119.0% |
| YTD | +75.1% | +31.1% | +43.9% | +58.1% |
| 1Y | +25.0% | +60.2% | -35.2% | +3.0% |
| All | +369.5% | +34.9% | +334.6% | +267.7% |
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 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