+61.2%
KNX vs ABCL
-79.6%
+140.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.1% |
| 7D | -1.1% | +2.3% | -3.4% | -1.3% |
| 30D | -3.7% | -0.7% | -3.0% | -3.8% |
| 3M | -9.3% | +33.4% | -42.7% | -11.7% |
| 6M | -2.5% | +137.8% | -140.3% | -10.3% |
| YTD | +19.8% | +264.3% | -244.5% | +5.8% |
| 1Y | +37.3% | +209.2% | -171.9% | +22.6% |
| 3Y | +29.5% | +208.4% | -178.9% | +11.5% |
| 5Y | +11.5% | -11.9% | +23.4% | -0.7% |
| All | +61.2% | -79.6% | +140.7% | +46.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling