+312.3%
KNX vs ALLE
+342.5%
-30.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.0% | +2.3% | +2.9% |
| 7D | +9.2% | +3.6% | +5.7% | +7.5% |
| 30D | +0.9% | +25.9% | -25.0% | -9.7% |
| 3M | -12.7% | +15.8% | -28.5% | -18.9% |
| 6M | +7.3% | +48.1% | -40.8% | -12.2% |
| YTD | +23.1% | +22.0% | +1.1% | +10.0% |
| 1Y | +47.1% | +18.0% | +29.0% | +33.5% |
| 3Y | +33.3% | +93.1% | -59.8% | -4.7% |
| 5Y | +12.1% | +52.1% | -40.0% | -12.1% |
| 10Y | +106.9% | +212.0% | -105.1% | +12.0% |
| All | +312.3% | +342.5% | -30.2% | +90.0% |
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