+41.1%
KNX vs ALC
-19.4%
+60.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.7% | +3.1% | +1.4% |
| 7D | -0.5% | -7.7% | +7.2% | +2.4% |
| 30D | +1.0% | -11.7% | +12.7% | +5.6% |
| 3M | -12.6% | +0.7% | -13.3% | -13.3% |
| 6M | +21.1% | -17.1% | +38.2% | +28.7% |
| YTD | +33.2% | -15.1% | +48.3% | +40.1% |
| 1Y | +67.8% | -14.1% | +81.9% | +75.4% |
| 3Y | +37.3% | -18.2% | +55.5% | +44.0% |
| 5Y | +41.1% | -19.2% | +60.2% | +44.1% |
| All | +41.1% | -19.4% | +60.5% | +44.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling