+86.8%
KNX vs ABCL
-81.3%
+168.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.2% | +5.0% | +3.9% |
| 7D | +7.4% | +0.7% | +6.7% | +7.3% |
| 30D | +2.0% | +93.1% | -91.1% | -3.6% |
| 3M | -7.9% | +79.4% | -87.3% | -12.8% |
| 6M | +14.4% | +214.9% | -200.5% | +2.9% |
| YTD | +38.9% | +234.2% | -195.3% | +23.9% |
| 1Y | +65.9% | +174.8% | -108.9% | +49.2% |
| 3Y | +35.8% | +104.5% | -68.6% | +20.1% |
| 5Y | +43.3% | -39.0% | +82.3% | +28.7% |
| All | +86.8% | -81.3% | +168.1% | +71.2% |
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