+4,243.8%
KNX vs ALK
+986.9%
+3,256.9%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.2% |
| 7D | -1.1% | +12.9% | -14.1% | -4.3% |
| 30D | -3.7% | +5.5% | -9.2% | -5.3% |
| 3M | -9.3% | -12.1% | +2.8% | -6.8% |
| 6M | -2.5% | +1.7% | -4.2% | -4.6% |
| YTD | +19.8% | -17.4% | +37.3% | +22.5% |
| 1Y | +37.3% | -1.9% | +39.2% | +33.9% |
| 3Y | +29.5% | +21.2% | +8.2% | +15.7% |
| 5Y | +11.5% | -27.8% | +39.3% | +11.9% |
| 10Y | +106.0% | -41.0% | +147.0% | +96.2% |
| All | +4,243.8% | +986.9% | +3,256.9% | +1,624.4% |
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 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