+40.9%
KNX vs AEE
+13.9%
+27.1%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.5% | -3.2% | -0.8% |
| 7D | +2.5% | +4.7% | -2.2% | +2.3% |
| 30D | -4.4% | +13.4% | -17.8% | -4.9% |
| 3M | -12.7% | +4.1% | -16.7% | -12.9% |
| 6M | +0.9% | +2.0% | -1.1% | +1.3% |
| YTD | +20.3% | +15.6% | +4.7% | +21.7% |
| 1Y | +40.9% | +14.1% | +26.8% | +43.0% |
| All | +40.9% | +13.9% | +27.1% | +43.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 1y: compounded portfolio wealth divided by compounded AEE 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…
1y analysis · Full analysis span regression · 6 months rolling