+169.7%
KNX vs ALLE
+146.0%
+23.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.8% | -0.1% | -1.5% |
| 7D | +2.3% | -2.2% | +4.5% | +3.4% |
| 30D | +0.5% | -8.3% | +8.8% | +4.7% |
| 3M | -14.1% | +16.3% | -30.4% | -20.9% |
| 6M | +19.8% | +1.8% | +18.0% | +17.3% |
| YTD | +32.7% | -3.9% | +36.7% | +33.3% |
| 1Y | +62.3% | -10.0% | +72.4% | +68.5% |
| 3Y | +36.8% | +45.8% | -9.0% | +12.0% |
| 5Y | +41.8% | +13.3% | +28.5% | +27.4% |
| 10Y | +169.7% | +155.3% | +14.4% | +72.4% |
| All | +169.7% | +146.0% | +23.7% | +72.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling