+4,934.8%
KNX vs ALK
+1,000.0%
+3,934.8%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.5% | +2.2% | +3.4% |
| 7D | +7.4% | -0.7% | +8.0% | +7.6% |
| 30D | +2.0% | -19.2% | +21.2% | +7.7% |
| 3M | -7.9% | -1.5% | -6.4% | -8.4% |
| 6M | +14.4% | -13.1% | +27.4% | +16.5% |
| YTD | +38.9% | -16.4% | +55.3% | +42.2% |
| 1Y | +65.9% | -33.1% | +99.0% | +79.4% |
| 3Y | +35.8% | +0.6% | +35.2% | +27.9% |
| 5Y | +43.3% | -26.4% | +69.7% | +43.3% |
| 10Y | +179.6% | -34.2% | +213.8% | +159.6% |
| All | +4,934.8% | +1,000.0% | +3,934.8% | +1,902.1% |
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