-41.3%
ALNY vs KNX
+67.7%
-109.0%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.5% | -2.9% | +0.1% |
| 7D | +12.2% | +7.1% | +5.2% | +11.1% |
| 30D | +16.3% | +1.7% | +14.7% | +16.0% |
| 3M | -12.4% | -8.1% | -4.2% | -11.5% |
| 6M | -18.7% | +14.0% | -32.7% | -21.2% |
| YTD | -33.1% | +38.5% | -71.6% | -36.2% |
| 1Y | -41.3% | +65.4% | -106.7% | -43.3% |
| All | -41.3% | +67.7% | -109.0% | -43.3% |
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