-19.3%
ARES vs KNX
+67.7%
-87.0%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.5% | -4.4% | -1.7% |
| 7D | -1.7% | +7.1% | -8.7% | -3.1% |
| 30D | +0.3% | +1.7% | -1.4% | -0.1% |
| 3M | +8.5% | -8.1% | +16.6% | +10.2% |
| 6M | +23.5% | +14.0% | +9.4% | +18.2% |
| YTD | -11.2% | +38.5% | -49.7% | -17.9% |
| 1Y | -19.3% | +65.4% | -84.7% | -28.1% |
| All | -19.3% | +67.7% | -87.0% | -28.1% |
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