+243.2%
KNX vs ALLY
+98.8%
+144.4%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.8% | +2.5% | +3.1% |
| 7D | +9.2% | +0.4% | +8.9% | +9.1% |
| 30D | +0.9% | +5.2% | -4.3% | -0.8% |
| 3M | -12.7% | -13.3% | +0.6% | -8.6% |
| 6M | +7.3% | -6.7% | +14.0% | +9.5% |
| YTD | +23.1% | -12.8% | +35.9% | +27.9% |
| 1Y | +47.1% | +0.7% | +46.4% | +45.9% |
| 3Y | +33.3% | +65.2% | -32.0% | +12.0% |
| 5Y | +12.1% | -10.1% | +22.3% | +8.5% |
| 10Y | +106.9% | +177.0% | -70.1% | +32.6% |
| All | +243.2% | +98.8% | +144.4% | +133.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling