+53.6%
KNX vs ALHC
-33.0%
+86.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.1% | +2.4% | +0.5% |
| 7D | -0.5% | -5.8% | +5.3% | -0.1% |
| 30D | +1.0% | -3.3% | +4.4% | +1.2% |
| 3M | -12.6% | -37.9% | +25.3% | -10.4% |
| 6M | +21.1% | -29.5% | +50.6% | +22.4% |
| YTD | +33.2% | -35.4% | +68.6% | +35.4% |
| 1Y | +67.8% | -22.4% | +90.2% | +68.2% |
| 3Y | +37.3% | +146.3% | -109.0% | +22.8% |
| 5Y | +41.1% | -32.0% | +73.1% | +29.2% |
| All | +53.6% | -33.0% | +86.7% | +39.1% |
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