+38.7%
KNX vs ALHC
-32.8%
+71.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.4% | -1.5% |
| 7D | -5.6% | -6.9% | +1.3% | -5.1% |
| 30D | -4.4% | -6.7% | +2.3% | -4.0% |
| 3M | -17.3% | -37.7% | +20.4% | -15.1% |
| 6M | +22.6% | -30.0% | +52.6% | +24.1% |
| YTD | +31.1% | -36.2% | +67.3% | +33.6% |
| 1Y | +60.2% | -22.9% | +83.1% | +60.6% |
| 3Y | +35.8% | +138.4% | -102.6% | +20.1% |
| All | +38.7% | -32.8% | +71.5% | +24.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling