+35.8%
KNX vs ACI
-44.0%
+79.7%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.2% | -4.8% | -1.9% |
| 7D | -5.6% | -3.7% | -1.8% | -5.1% |
| 30D | -4.4% | +0.6% | -5.0% | -4.5% |
| 3M | -17.3% | -20.3% | +3.0% | -15.4% |
| 6M | +22.6% | -24.7% | +47.3% | +25.7% |
| YTD | +31.1% | -27.2% | +58.4% | +34.6% |
| 1Y | +60.2% | -32.7% | +92.9% | +66.4% |
| 3Y | +35.8% | -43.9% | +79.7% | +52.8% |
| All | +35.8% | -44.0% | +79.7% | +52.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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