+65.4%
KNX vs ALLE
-5.8%
+71.3%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.0% | +2.5% | +3.2% |
| 7D | +7.1% | -0.2% | +7.3% | +7.1% |
| 30D | +1.7% | -6.8% | +8.5% | +3.9% |
| 3M | -8.1% | +21.0% | -29.2% | -15.5% |
| 6M | +14.0% | +1.1% | +12.9% | +14.6% |
| YTD | +38.5% | -0.5% | +39.0% | +35.2% |
| 1Y | +65.4% | -7.3% | +72.7% | +71.5% |
| All | +65.4% | -5.8% | +71.3% | +71.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 1y: compounded portfolio wealth divided by compounded ALLE 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…
1y analysis · Full analysis span regression · 6 months rolling