+67.8%
KNX vs ALHC
-22.7%
+90.4%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.1% | +2.4% | +0.4% |
| 7D | -0.5% | -5.8% | +5.3% | -0.3% |
| 30D | +1.0% | -3.3% | +4.4% | +1.1% |
| 3M | -12.6% | -37.9% | +25.3% | -11.8% |
| 6M | +21.1% | -29.5% | +50.6% | +21.2% |
| YTD | +33.2% | -35.4% | +68.6% | +34.7% |
| 1Y | +67.8% | -22.4% | +90.2% | +56.5% |
| All | +67.8% | -22.7% | +90.4% | +56.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling