+1,112.5%
ARES vs KNX
+226.1%
+886.4%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.8% | -0.2% | -2.1% |
| 7D | -2.7% | +2.3% | -5.0% | -3.5% |
| 30D | -2.4% | +0.5% | -2.9% | -2.7% |
| 3M | +3.9% | -14.1% | +18.1% | +8.9% |
| 6M | +26.4% | +19.8% | +6.6% | +17.1% |
| YTD | -14.9% | +32.7% | -47.6% | -24.3% |
| 1Y | -20.4% | +62.3% | -82.7% | -34.7% |
| 3Y | +38.8% | +36.8% | +1.9% | +18.5% |
| 5Y | +97.0% | +41.8% | +55.2% | +65.0% |
| 10Y | +999.8% | +169.7% | +830.1% | +634.7% |
| All | +1,112.5% | +226.1% | +886.4% | +678.5% |
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