+160.2%
KNX vs ALM
+2,589.2%
-2,429.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -6.5% | +5.0% | -1.4% |
| 7D | -5.6% | -11.8% | +6.3% | -5.3% |
| 30D | -4.4% | +7.8% | -12.2% | -4.6% |
| 3M | -17.3% | -9.3% | -8.1% | -17.3% |
| 6M | +22.6% | -30.5% | +53.1% | +23.0% |
| YTD | +31.1% | +75.8% | -44.7% | +28.8% |
| 1Y | +60.2% | +241.2% | -181.0% | +54.8% |
| 3Y | +35.8% | +1,872.6% | -1,836.9% | +25.0% |
| 5Y | +38.9% | +849.6% | -810.7% | +28.6% |
| All | +160.2% | +2,589.2% | -2,429.0% | +138.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling