-62.0%
ALNY vs KNX
+45.0%
-106.9%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.5% | +0.8% |
| 7D | -30.7% | +2.5% | -33.2% | -30.9% |
| 30D | -26.7% | -4.4% | -22.3% | -26.4% |
| 3M | -26.4% | -12.7% | -13.8% | -25.1% |
| 6M | -45.9% | +0.9% | -46.8% | -46.7% |
| YTD | -59.5% | +20.3% | -79.8% | -60.7% |
| 1Y | -62.0% | +40.9% | -102.9% | -62.4% |
| All | -62.0% | +45.0% | -106.9% | -62.4% |
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