+60.2%
KNX vs ALHC
-28.9%
+89.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | 0.0% | +3.8% | +3.8% |
| 7D | +7.4% | -0.6% | +8.0% | +7.4% |
| 30D | +2.0% | -1.0% | +3.0% | +2.0% |
| 3M | -7.9% | -10.2% | +2.3% | -8.0% |
| 6M | +14.4% | -28.3% | +42.6% | +15.6% |
| YTD | +38.9% | -31.4% | +70.3% | +40.7% |
| 1Y | +65.9% | -16.9% | +82.8% | +65.6% |
| 3Y | +35.8% | +135.5% | -99.6% | +21.9% |
| 5Y | +43.3% | -33.6% | +77.0% | +30.9% |
| All | +60.2% | -28.9% | +89.2% | +44.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling