+29.5%
KNX vs ACGL
+34.9%
-5.4%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.1% | +1.0% |
| 7D | -1.1% | +1.3% | -2.4% | -1.3% |
| 30D | -3.7% | +14.2% | -17.9% | -5.2% |
| 3M | -9.3% | +11.1% | -20.4% | -10.5% |
| 6M | -2.5% | +16.4% | -18.9% | -4.6% |
| YTD | +19.8% | +13.8% | +6.1% | +17.7% |
| 1Y | +37.3% | +21.6% | +15.7% | +33.5% |
| 3Y | +29.5% | +33.5% | -4.1% | +31.1% |
| All | +29.5% | +34.9% | -5.4% | +31.1% |
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