+74.0%
ALB vs KNX
+166.7%
-92.7%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.5% | -1.9% | -2.8% |
| 7D | -6.6% | -5.6% | -1.0% | -4.4% |
| 30D | -8.1% | -4.4% | -3.7% | -6.7% |
| 3M | -25.7% | -17.3% | -8.4% | -20.4% |
| 6M | -29.5% | +22.6% | -52.1% | -36.9% |
| YTD | -16.2% | +31.1% | -47.4% | -28.0% |
| 1Y | +59.2% | +60.2% | -1.0% | +23.4% |
| 3Y | -33.7% | +35.8% | -69.5% | -45.6% |
| 5Y | -48.1% | +38.9% | -87.0% | -58.5% |
| All | +74.0% | +166.7% | -92.7% | +11.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling