+41.8%
KNX vs ALLY
-1.1%
+42.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.1% | -1.8% | -2.4% |
| 7D | +2.3% | -1.9% | +4.3% | +3.1% |
| 30D | +0.5% | -4.5% | +4.9% | +2.2% |
| 3M | -14.1% | -2.8% | -11.3% | -13.4% |
| 6M | +19.8% | +10.3% | +9.4% | +14.8% |
| YTD | +32.7% | -5.7% | +38.4% | +34.8% |
| 1Y | +62.3% | +3.9% | +58.4% | +58.4% |
| 3Y | +36.8% | +64.7% | -27.9% | +11.8% |
| 5Y | +41.8% | -2.6% | +44.3% | +28.4% |
| All | +41.8% | -1.1% | +42.9% | +28.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling