+8.5%
KNX vs ALHC
-65.9%
+74.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.5% | +1.4% | -0.9% |
| 7D | +3.8% | -0.8% | +4.6% | +3.9% |
| 30D | -2.0% | -9.6% | +7.6% | -1.4% |
| 3M | -13.2% | -44.5% | +31.4% | -10.0% |
| 6M | +3.6% | -59.2% | +62.8% | +8.7% |
| YTD | +19.1% | -62.0% | +81.2% | +25.3% |
| 1Y | +39.5% | -54.8% | +94.3% | +44.5% |
| 3Y | +28.7% | +25.0% | +3.7% | +18.2% |
| 5Y | +8.5% | -65.3% | +73.8% | 0.0% |
| All | +8.5% | -65.9% | +74.4% | 0.0% |
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