-34.0%
ALB vs KNX
+34.6%
-68.5%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.5% | -2.2% | -3.2% |
| 7D | -6.9% | -5.6% | -1.4% | -5.0% |
| 30D | -8.4% | -4.4% | -4.0% | -7.1% |
| 3M | -25.9% | -17.3% | -8.6% | -21.0% |
| 6M | -29.7% | +22.6% | -52.3% | -37.1% |
| YTD | -16.5% | +31.1% | -47.6% | -28.5% |
| 1Y | +58.7% | +60.2% | -1.5% | +20.4% |
| 3Y | -34.0% | +35.8% | -69.7% | -43.4% |
| All | -34.0% | +34.6% | -68.5% | -43.4% |
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 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