+78.5%
KNX vs ABCL
-81.9%
+160.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.4% | +0.6% | -2.6% |
| 7D | +2.3% | -2.7% | +5.1% | +2.5% |
| 30D | +0.5% | +18.3% | -17.8% | -1.0% |
| 3M | -14.1% | +108.5% | -122.6% | -19.6% |
| 6M | +19.8% | +213.9% | -194.2% | +7.8% |
| YTD | +32.7% | +223.1% | -190.4% | +18.7% |
| 1Y | +62.3% | +160.6% | -98.3% | +46.6% |
| 3Y | +36.8% | +104.3% | -67.4% | +21.1% |
| 5Y | +41.8% | -40.0% | +81.8% | +27.6% |
| All | +78.5% | -81.9% | +160.4% | +64.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 10y: compounded portfolio wealth divided by compounded ABCL 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…
10y analysis · Full analysis span regression · 6 months rolling