+2,702.7%
ALB vs KNX
+5,045.1%
-2,342.4%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.8% | 0.0% | -2.0% |
| 7D | -8.6% | +2.3% | -10.9% | -9.3% |
| 30D | -4.0% | +0.5% | -4.5% | -4.4% |
| 3M | -17.4% | -14.1% | -3.2% | -14.2% |
| 6M | -25.4% | +19.8% | -45.1% | -30.3% |
| YTD | -10.5% | +32.7% | -43.3% | -19.4% |
| 1Y | +75.8% | +62.3% | +13.5% | +48.1% |
| 3Y | -28.5% | +36.8% | -65.4% | -37.0% |
| 5Y | -45.1% | +41.8% | -86.9% | -52.5% |
| 10Y | +87.3% | +169.7% | -82.3% | +32.1% |
| All | +2,702.7% | +5,045.1% | -2,342.4% | +1,108.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling