+35.8%
KNX vs AGI
+206.1%
-170.4%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.7% | -2.2% | -1.6% |
| 7D | -5.6% | -2.7% | -2.8% | -5.5% |
| 30D | -4.4% | +7.2% | -11.7% | -4.7% |
| 3M | -17.3% | +4.3% | -21.6% | -17.6% |
| 6M | +22.6% | -27.1% | +49.7% | +23.6% |
| YTD | +31.1% | -6.6% | +37.8% | +31.8% |
| 1Y | +60.2% | +9.5% | +50.7% | +61.1% |
| 3Y | +35.8% | +208.4% | -172.7% | +18.3% |
| All | +35.8% | +206.1% | -170.4% | +18.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 3y: compounded portfolio wealth divided by compounded AGI 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…
3y analysis · Full analysis span regression · 6 months rolling