+102.3%
KNX vs ACWI
+227.3%
-125.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.7% | -0.6% |
| 7D | 0.0% | -0.7% | +0.7% | +0.7% |
| 30D | -3.3% | -2.0% | -1.3% | -1.5% |
| 3M | -8.7% | -2.2% | -6.5% | -6.8% |
| 6M | +1.3% | +1.9% | -0.6% | -0.6% |
| YTD | +20.4% | +12.0% | +8.4% | +8.2% |
| 1Y | +42.4% | +12.5% | +29.9% | +27.6% |
| 3Y | +30.1% | +75.4% | -45.3% | -22.1% |
| 5Y | +11.7% | +61.5% | -49.8% | -28.1% |
| 10Y | +102.3% | +227.1% | -124.8% | -31.0% |
| All | +102.3% | +227.3% | -125.0% | -31.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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