+41.1%
KNX vs ACI
-44.6%
+85.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.6% | +0.6% |
| 7D | -0.5% | -7.1% | +6.6% | +0.8% |
| 30D | +1.0% | -4.5% | +5.5% | +1.8% |
| 3M | -12.6% | -22.3% | +9.6% | -9.3% |
| 6M | +21.1% | -28.4% | +49.5% | +27.0% |
| YTD | +33.2% | -29.5% | +62.7% | +39.7% |
| 1Y | +67.8% | -34.2% | +102.0% | +78.1% |
| 3Y | +37.3% | -45.7% | +83.0% | +50.6% |
| 5Y | +41.1% | -40.8% | +81.9% | +45.5% |
| All | +41.1% | -44.6% | +85.6% | +45.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling