+59.2%
ALB vs KNX
+65.4%
-6.1%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.5% | -1.9% | -3.3% |
| 7D | -6.6% | -5.6% | -1.0% | -6.3% |
| 30D | -8.1% | -4.4% | -3.7% | -7.9% |
| 3M | -25.7% | -17.3% | -8.4% | -24.6% |
| 6M | -29.5% | +22.6% | -52.1% | -30.9% |
| YTD | -16.2% | +31.1% | -47.4% | -18.3% |
| 1Y | +59.2% | +60.2% | -1.0% | +50.4% |
| All | +59.2% | +65.4% | -6.1% | +50.4% |
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