+13.6%
KNX vs ACM
+1.1%
+12.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.6% | +2.8% | +3.1% |
| 7D | +9.2% | +5.6% | +3.6% | +6.8% |
| 30D | +0.9% | +20.8% | -19.9% | -6.7% |
| 3M | -12.7% | +11.4% | -24.1% | -16.9% |
| 6M | +7.3% | +0.9% | +6.4% | +5.4% |
| YTD | +23.1% | -24.8% | +47.9% | +37.4% |
| 1Y | +47.1% | -46.4% | +93.5% | +94.7% |
| 3Y | +33.3% | -9.2% | +42.5% | +31.1% |
| All | +13.6% | +1.1% | +12.5% | +3.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling