+7.3%
AON vs KNX
+37.6%
-30.3%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.1% | -1.4% |
| 7D | -6.3% | -5.6% | -0.7% | -5.5% |
| 30D | -14.1% | -4.4% | -9.7% | -13.6% |
| 3M | -9.5% | -17.3% | +7.8% | -7.0% |
| 6M | -4.0% | +22.6% | -26.6% | -8.2% |
| YTD | -13.8% | +31.1% | -44.9% | -18.7% |
| 1Y | -18.3% | +60.2% | -78.5% | -26.1% |
| 3Y | -7.2% | +35.8% | -42.9% | -15.3% |
| All | +7.3% | +37.6% | -30.3% | -6.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling