+3,678.8%
KNX vs ACGL
+4,943.5%
-1,264.7%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.0% |
| 7D | +3.8% | -1.2% | +5.0% | +4.1% |
| 30D | -2.0% | +12.8% | -14.8% | -4.5% |
| 3M | -13.2% | +12.3% | -25.4% | -15.4% |
| 6M | +3.6% | +15.8% | -12.2% | +0.1% |
| YTD | +19.1% | +13.9% | +5.3% | +15.3% |
| 1Y | +39.5% | +19.0% | +20.5% | +33.8% |
| 3Y | +28.7% | +33.7% | -4.9% | +19.0% |
| 5Y | +8.5% | +173.4% | -164.9% | -15.0% |
| 10Y | +100.2% | +324.9% | -224.6% | +40.8% |
| All | +3,678.8% | +4,943.5% | -1,264.7% | +2,227.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling