+287.2%
KNX vs ALLY
+124.8%
+162.4%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.3% | +3.5% | +3.7% |
| 7D | +7.4% | +3.7% | +3.7% | +6.1% |
| 30D | +2.0% | -2.3% | +4.2% | +2.7% |
| 3M | -7.9% | +3.8% | -11.7% | -9.2% |
| 6M | +14.4% | +9.7% | +4.7% | +10.7% |
| YTD | +38.9% | -1.4% | +40.3% | +38.8% |
| 1Y | +65.9% | +8.2% | +57.7% | +60.5% |
| 3Y | +35.8% | +66.5% | -30.6% | +13.4% |
| 5Y | +43.3% | +1.2% | +42.1% | +33.2% |
| 10Y | +179.6% | +191.4% | -11.8% | +76.6% |
| All | +287.2% | +124.8% | +162.4% | +153.7% |
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 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