+42.0%
KNX vs ALHC
-61.4%
+103.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.9% | +5.2% | +3.4% |
| 7D | +9.2% | +0.3% | +9.0% | +9.2% |
| 30D | +0.9% | -10.6% | +11.5% | +1.5% |
| 3M | -12.7% | -45.3% | +32.6% | -9.8% |
| 6M | +7.3% | -59.7% | +67.0% | +12.1% |
| YTD | +23.1% | -62.7% | +85.8% | +29.0% |
| 1Y | +47.1% | -56.1% | +103.2% | +52.1% |
| 3Y | +33.3% | +21.3% | +12.0% | +24.5% |
| 5Y | +12.1% | -66.0% | +78.1% | +5.7% |
| All | +42.0% | -61.4% | +103.4% | +32.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 ALHC 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