+38.7%
KNX vs AFL
+133.8%
-95.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.7% | -2.2% | -1.8% |
| 7D | -5.6% | -1.6% | -3.9% | -5.0% |
| 30D | -4.4% | -4.0% | -0.4% | -3.0% |
| 3M | -17.3% | -0.5% | -16.8% | -17.4% |
| 6M | +22.6% | +6.5% | +16.1% | +18.8% |
| YTD | +31.1% | +6.2% | +25.0% | +27.3% |
| 1Y | +60.2% | +8.3% | +51.9% | +53.9% |
| 3Y | +35.8% | +62.5% | -26.8% | +8.0% |
| All | +38.7% | +133.8% | -95.1% | -9.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 AFL 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