+123.0%
KNX vs ALC
+16.1%
+106.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.8% | -1.3% |
| 7D | -5.6% | -6.3% | +0.8% | -3.5% |
| 30D | -4.4% | -10.3% | +5.9% | -0.9% |
| 3M | -17.3% | -0.7% | -16.6% | -17.5% |
| 6M | +22.6% | -17.8% | +40.5% | +30.0% |
| YTD | +31.1% | -15.8% | +47.0% | +37.6% |
| 1Y | +60.2% | -16.7% | +76.9% | +68.7% |
| 3Y | +35.8% | -19.7% | +55.5% | +43.0% |
| 5Y | +38.9% | -19.8% | +58.7% | +43.3% |
| All | +123.0% | +16.1% | +106.8% | +98.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling