+109.3%
KNX vs ALC
+30.4%
+78.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +3.2% | +0.1% | +2.3% |
| 7D | +9.2% | -1.1% | +10.3% | +9.6% |
| 30D | +0.9% | +16.0% | -15.1% | -4.2% |
| 3M | -12.7% | +0.8% | -13.5% | -13.2% |
| 6M | +7.3% | +16.8% | -9.5% | +1.0% |
| YTD | +23.1% | -5.5% | +28.6% | +24.0% |
| 1Y | +47.1% | -5.3% | +52.3% | +47.9% |
| 3Y | +33.3% | +4.1% | +29.2% | +28.2% |
| 5Y | +12.1% | -7.1% | +19.2% | +10.0% |
| All | +109.3% | +30.4% | +78.9% | +78.6% |
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