+4,711.0%
KNX vs AIG
-53.6%
+4,764.6%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.5% | -3.3% | -2.9% |
| 7D | +2.3% | -1.4% | +3.8% | +2.6% |
| 30D | +0.5% | -3.3% | +3.8% | +1.0% |
| 3M | -14.1% | +2.2% | -16.3% | -14.5% |
| 6M | +19.8% | -2.1% | +21.9% | +20.0% |
| YTD | +32.7% | -11.2% | +43.9% | +34.8% |
| 1Y | +62.3% | -2.1% | +64.4% | +62.2% |
| 3Y | +36.8% | +34.4% | +2.5% | +30.0% |
| 5Y | +41.8% | +53.7% | -12.0% | +31.3% |
| 10Y | +169.7% | +64.4% | +105.3% | +138.6% |
| All | +4,711.0% | -53.6% | +4,764.6% | +4,721.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 AIG 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