+95.6%
KNX vs ACGL
+322.9%
-227.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.0% |
| 7D | +3.8% | -1.2% | +5.0% | +4.2% |
| 30D | -2.0% | +12.8% | -14.8% | -5.7% |
| 3M | -13.2% | +12.3% | -25.4% | -16.4% |
| 6M | +3.6% | +15.8% | -12.2% | -1.6% |
| YTD | +19.1% | +13.9% | +5.3% | +13.5% |
| 1Y | +39.5% | +19.0% | +20.5% | +31.0% |
| 3Y | +28.7% | +33.7% | -4.9% | +13.7% |
| 5Y | +8.5% | +173.4% | -164.9% | -28.2% |
| All | +95.6% | +322.9% | -227.3% | -6.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling