+29.5%
KNX vs ALLE
+92.8%
-63.3%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.3% |
| 7D | -1.1% | +0.1% | -1.2% | -1.1% |
| 30D | -3.7% | +25.9% | -29.6% | -13.9% |
| 3M | -9.3% | +14.9% | -24.2% | -15.2% |
| 6M | -2.5% | +42.1% | -44.6% | -19.3% |
| YTD | +19.8% | +20.4% | -0.5% | +7.9% |
| 1Y | +37.3% | +14.9% | +22.4% | +27.2% |
| 3Y | +29.5% | +90.1% | -60.6% | -6.4% |
| All | +29.5% | +92.8% | -63.3% | -6.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling