+65.9%
KNX vs ALC
-10.2%
+76.0%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -2.2% | +6.0% | +4.3% |
| 7D | +7.4% | -2.1% | +9.5% | +7.9% |
| 30D | +2.0% | -0.1% | +2.1% | +1.7% |
| 3M | -7.9% | +5.9% | -13.8% | -9.8% |
| 6M | +14.4% | -15.9% | +30.3% | +23.1% |
| YTD | +38.9% | -10.1% | +49.0% | +43.4% |
| 1Y | +65.9% | -10.2% | +76.1% | +68.8% |
| All | +65.9% | -10.2% | +76.0% | +68.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 1y: compounded portfolio wealth divided by compounded ALC 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…
1y analysis · Full analysis span regression · 6 months rolling