+60.2%
KNX vs ALC
-14.7%
+74.9%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.8% | -1.4% |
| 7D | -5.6% | -6.3% | +0.8% | -4.1% |
| 30D | -4.4% | -10.3% | +5.9% | -2.0% |
| 3M | -17.3% | -0.7% | -16.6% | -17.8% |
| 6M | +22.6% | -17.8% | +40.5% | +30.9% |
| YTD | +31.1% | -15.8% | +47.0% | +37.4% |
| 1Y | +60.2% | -16.7% | +76.9% | +70.9% |
| All | +60.2% | -14.7% | +74.9% | +70.9% |
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