+13.6%
KNX vs ALC
-9.1%
+22.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +3.2% | +0.1% | +2.2% |
| 7D | +9.2% | -1.1% | +10.3% | +9.6% |
| 30D | +0.9% | +16.0% | -15.1% | -4.7% |
| 3M | -12.7% | +0.8% | -13.5% | -13.3% |
| 6M | +7.3% | +16.8% | -9.5% | +0.4% |
| YTD | +23.1% | -5.5% | +28.6% | +24.2% |
| 1Y | +47.1% | -5.3% | +52.3% | +48.1% |
| 3Y | +33.3% | +4.1% | +29.2% | +26.6% |
| All | +13.6% | -9.1% | +22.7% | +11.4% |
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