+41.8%
KNX vs ALK
-28.1%
+69.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.9% | -1.9% | -2.5% |
| 7D | +2.3% | -3.0% | +5.3% | +3.3% |
| 30D | +0.5% | -14.6% | +15.1% | +5.3% |
| 3M | -14.1% | -10.6% | -3.6% | -12.1% |
| 6M | +19.8% | -6.7% | +26.5% | +19.5% |
| YTD | +32.7% | -19.8% | +52.5% | +37.9% |
| 1Y | +62.3% | -35.2% | +97.5% | +79.9% |
| 3Y | +36.8% | +1.4% | +35.5% | +24.4% |
| 5Y | +41.8% | -30.7% | +72.4% | +37.0% |
| All | +41.8% | -28.1% | +69.9% | +37.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling