+13.6%
KNX vs ALLY
-10.0%
+23.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.8% | +2.5% | +3.0% |
| 7D | +9.2% | +0.4% | +8.9% | +9.1% |
| 30D | +0.9% | +5.2% | -4.3% | -1.1% |
| 3M | -12.7% | -13.3% | +0.6% | -7.9% |
| 6M | +7.3% | -6.7% | +14.0% | +9.8% |
| YTD | +23.1% | -12.8% | +35.9% | +28.8% |
| 1Y | +47.1% | +0.7% | +46.4% | +45.5% |
| 3Y | +33.3% | +65.2% | -32.0% | +8.8% |
| All | +13.6% | -10.0% | +23.6% | +7.7% |
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