+40.8%
KNX vs ACGL
+29.4%
+11.4%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.4% | +0.8% | -1.4% |
| 7D | +6.4% | -2.9% | +9.3% | +6.7% |
| 30D | +1.4% | -2.8% | +4.2% | +1.7% |
| 3M | -12.0% | +6.8% | -18.8% | -13.0% |
| 6M | +25.2% | -1.5% | +26.7% | +25.2% |
| YTD | +36.6% | -0.2% | +36.8% | +36.3% |
| 1Y | +67.6% | +5.3% | +62.3% | +65.8% |
| 3Y | +40.8% | +30.3% | +10.5% | +41.4% |
| All | +40.8% | +29.4% | +11.4% | +41.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling