+164.3%
KNX vs ACGL
+277.0%
-112.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.3% | +0.3% |
| 7D | -0.5% | -3.6% | +3.1% | +0.6% |
| 30D | +1.0% | -2.1% | +3.1% | +1.6% |
| 3M | -12.6% | +5.4% | -18.0% | -14.4% |
| 6M | +21.1% | 0.0% | +21.1% | +20.4% |
| YTD | +33.2% | +0.3% | +32.9% | +32.2% |
| 1Y | +67.8% | +6.2% | +61.6% | +63.0% |
| 3Y | +37.3% | +30.9% | +6.4% | +21.4% |
| 5Y | +41.1% | +159.8% | -118.7% | -5.5% |
| All | +164.3% | +277.0% | -112.7% | +47.8% |
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