+411.3%
KNX vs ACWI
+340.5%
+70.9%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.3% | +3.6% | +3.6% |
| 7D | +9.2% | +2.4% | +6.8% | +7.0% |
| 30D | +0.9% | -1.7% | +2.6% | +2.4% |
| 3M | -12.7% | -3.9% | -8.8% | -9.7% |
| 6M | +7.3% | +0.8% | +6.5% | +6.5% |
| YTD | +23.1% | +11.0% | +12.1% | +12.5% |
| 1Y | +47.1% | +13.1% | +34.0% | +32.4% |
| 3Y | +33.3% | +73.9% | -40.6% | -16.4% |
| 5Y | +12.1% | +59.0% | -46.9% | -24.1% |
| 10Y | +106.9% | +224.4% | -117.5% | -23.1% |
| All | +411.3% | +340.5% | +70.9% | +43.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling