+136.2%
KNX vs ALC
+24.0%
+112.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -2.2% | +6.0% | +4.5% |
| 7D | +7.4% | -2.1% | +9.5% | +8.1% |
| 30D | +2.0% | -0.1% | +2.1% | +1.8% |
| 3M | -7.9% | +5.9% | -13.8% | -10.0% |
| 6M | +14.4% | -15.9% | +30.3% | +20.5% |
| YTD | +38.9% | -10.1% | +49.0% | +42.6% |
| 1Y | +65.9% | -10.2% | +76.1% | +70.3% |
| 3Y | +35.8% | -13.6% | +49.4% | +39.5% |
| 5Y | +43.3% | -15.1% | +58.5% | +45.0% |
| All | +136.2% | +24.0% | +112.1% | +105.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling