+4,218.6%
KNX vs ALK
+921.8%
+3,296.9%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.8% | +3.8% | +0.2% |
| 7D | +3.8% | +0.9% | +2.9% | +3.6% |
| 30D | -2.0% | +3.3% | -5.3% | -3.2% |
| 3M | -13.2% | -17.6% | +4.4% | -9.2% |
| 6M | +3.6% | +0.8% | +2.8% | +1.6% |
| YTD | +19.1% | -22.4% | +41.5% | +23.8% |
| 1Y | +39.5% | -10.1% | +49.6% | +39.2% |
| 3Y | +28.7% | +14.0% | +14.7% | +16.8% |
| 5Y | +8.5% | -29.8% | +38.3% | +9.7% |
| 10Y | +100.2% | -44.8% | +145.0% | +94.0% |
| All | +4,218.6% | +921.8% | +3,296.9% | +1,642.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling