+38.7%
KNX vs AEE
+38.7%
+0.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | -5.6% | -0.8% | -4.8% | -5.4% |
| 30D | -4.4% | -2.9% | -1.5% | -3.7% |
| 3M | -17.3% | -2.4% | -14.9% | -17.0% |
| 6M | +22.6% | -2.7% | +25.3% | +23.1% |
| YTD | +31.1% | +7.3% | +23.9% | +27.7% |
| 1Y | +60.2% | +7.5% | +52.7% | +55.6% |
| 3Y | +35.8% | +46.2% | -10.5% | +17.9% |
| All | +38.7% | +38.7% | +0.1% | +20.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling