+65.4%
KNX vs ACGL
+4.8%
+60.6%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.7% | +5.2% | +3.5% |
| 7D | +7.1% | -0.7% | +7.8% | +7.0% |
| 30D | +1.7% | -1.0% | +2.7% | +1.7% |
| 3M | -8.1% | +11.0% | -19.2% | -9.0% |
| 6M | +14.0% | -0.3% | +14.4% | +14.3% |
| YTD | +38.5% | +2.3% | +36.2% | +39.0% |
| 1Y | +65.4% | +6.4% | +59.0% | +63.7% |
| All | +65.4% | +4.8% | +60.6% | +63.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 1y: compounded portfolio wealth divided by compounded ACGL 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…
1y analysis · Full analysis span regression · 6 months rolling