+160.2%
KNX vs ACM
+134.0%
+26.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.0% | -2.6% | -1.9% |
| 7D | -5.6% | -4.6% | -1.0% | -3.9% |
| 30D | -4.4% | +4.1% | -8.5% | -6.2% |
| 3M | -17.3% | -8.3% | -9.0% | -15.5% |
| 6M | +22.6% | -30.1% | +52.7% | +39.0% |
| YTD | +31.1% | -32.6% | +63.8% | +50.0% |
| 1Y | +60.2% | -49.6% | +109.8% | +104.8% |
| 3Y | +35.8% | -23.0% | +58.8% | +45.7% |
| 5Y | +38.9% | +2.0% | +36.9% | +32.5% |
| All | +160.2% | +134.0% | +26.2% | +71.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 10y: compounded portfolio wealth divided by compounded ACM 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…
10y analysis · Full analysis span regression · 6 months rolling