+4,653.7%
KNX vs AJG
+7,787.1%
-3,133.5%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.3% | -1.1% |
| 7D | -5.6% | -8.3% | +2.7% | -2.6% |
| 30D | -4.4% | -5.7% | +1.3% | -2.6% |
| 3M | -17.3% | +9.1% | -26.4% | -20.5% |
| 6M | +22.6% | +15.2% | +7.4% | +15.2% |
| YTD | +31.1% | -6.3% | +37.4% | +32.2% |
| 1Y | +60.2% | -19.1% | +79.3% | +69.6% |
| 3Y | +35.8% | +8.2% | +27.5% | +27.0% |
| 5Y | +38.9% | +75.6% | -36.7% | +7.8% |
| 10Y | +166.5% | +471.1% | -304.7% | +34.0% |
| All | +4,653.7% | +7,787.1% | -3,133.5% | +1,266.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AJG.
Daily Out/Under-Performance
Portfolio return minus AJG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AJG 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 AJG 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