+37.4%
KNX vs ALLY
+63.1%
-25.7%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.1% | -1.8% | -2.4% |
| 7D | +2.3% | -1.9% | +4.3% | +3.2% |
| 30D | +0.5% | -4.5% | +4.9% | +2.5% |
| 3M | -14.1% | -2.8% | -11.3% | -13.3% |
| 6M | +19.8% | +10.3% | +9.4% | +14.2% |
| YTD | +32.7% | -5.7% | +38.4% | +35.0% |
| 1Y | +62.3% | +3.9% | +58.4% | +57.7% |
| All | +37.4% | +63.1% | -25.7% | +16.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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