+65.4%
KNX vs ALM
+318.3%
-252.9%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.5% | +5.0% | +3.6% |
| 7D | +7.1% | -2.6% | +9.7% | +7.2% |
| 30D | +1.7% | +32.0% | -30.3% | +0.2% |
| 3M | -8.1% | -15.0% | +6.9% | -7.7% |
| 6M | +14.0% | -10.1% | +24.2% | +13.3% |
| YTD | +38.5% | +99.4% | -60.9% | +33.0% |
| 1Y | +65.4% | +316.4% | -250.9% | +43.1% |
| All | +65.4% | +318.3% | -252.9% | +43.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 1y: compounded portfolio wealth divided by compounded ALM 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…
1y analysis · Full analysis span regression · 6 months rolling