+365.2%
KNX vs ALLE
+260.9%
+104.4%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.0% | +2.8% | +3.3% |
| 7D | +7.4% | -0.2% | +7.6% | +7.5% |
| 30D | +2.0% | -6.8% | +8.8% | +5.4% |
| 3M | -7.9% | +21.0% | -28.9% | -16.8% |
| 6M | +14.4% | +1.1% | +13.3% | +12.5% |
| YTD | +38.9% | -0.5% | +39.4% | +37.2% |
| 1Y | +65.9% | -7.3% | +73.1% | +69.6% |
| 3Y | +35.8% | +42.3% | -6.4% | +12.5% |
| 5Y | +43.3% | +13.5% | +29.9% | +28.9% |
| 10Y | +179.6% | +144.0% | +35.6% | +70.2% |
| All | +365.2% | +260.9% | +104.4% | +136.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling