+3,452.6%
ALNY vs KNX
+730.3%
+2,722.2%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +1.1% |
| 7D | -6.5% | -5.6% | -1.0% | -4.4% |
| 30D | +11.0% | -4.4% | +15.5% | +12.8% |
| 3M | -14.1% | -17.3% | +3.3% | -7.8% |
| 6M | -22.4% | +22.6% | -45.0% | -29.8% |
| YTD | -37.5% | +31.1% | -68.6% | -45.2% |
| 1Y | -46.9% | +60.2% | -107.1% | -57.7% |
| 3Y | +22.1% | +35.8% | -13.7% | -0.1% |
| 5Y | +31.2% | +38.9% | -7.7% | +2.4% |
| 10Y | +256.3% | +166.5% | +89.9% | +84.2% |
| All | +3,452.6% | +730.3% | +2,722.2% | +957.3% |
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 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