+40.8%
KNX vs ALK
+1.7%
+39.1%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.1% | +1.4% | -0.8% |
| 7D | +6.4% | +0.1% | +6.3% | +6.4% |
| 30D | +1.4% | -18.5% | +19.8% | +7.5% |
| 3M | -12.0% | -3.6% | -8.5% | -12.2% |
| 6M | +25.2% | -3.7% | +28.8% | +23.5% |
| YTD | +36.6% | -19.0% | +55.6% | +41.2% |
| 1Y | +67.6% | -36.0% | +103.6% | +85.8% |
| 3Y | +40.8% | +2.3% | +38.5% | +17.4% |
| All | +40.8% | +1.7% | +39.1% | +17.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 3y: compounded portfolio wealth divided by compounded ALK 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…
3y analysis · Full analysis span regression · 6 months rolling