+40.8%
KNX vs ABCL
+105.4%
-64.6%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.1% | -1.8% | -1.7% |
| 7D | +6.4% | +1.4% | +5.0% | +6.2% |
| 30D | +1.4% | +65.1% | -63.7% | -4.1% |
| 3M | -12.0% | +111.1% | -123.1% | -19.5% |
| 6M | +25.2% | +231.6% | -206.4% | +7.5% |
| YTD | +36.6% | +234.5% | -197.9% | +16.5% |
| 1Y | +67.6% | +174.3% | -106.7% | +44.6% |
| 3Y | +40.8% | +111.5% | -70.6% | +20.0% |
| All | +40.8% | +105.4% | -64.6% | +20.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling