+37.4%
KNX vs ALM
+2,150.5%
-2,113.1%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.1% | +1.3% | -2.7% |
| 7D | +2.3% | +3.6% | -1.3% | +2.2% |
| 30D | +0.5% | +33.8% | -33.3% | -0.7% |
| 3M | -14.1% | +14.8% | -28.9% | -14.8% |
| 6M | +19.8% | -7.0% | +26.7% | +19.0% |
| YTD | +32.7% | +108.1% | -75.3% | +28.2% |
| 1Y | +62.3% | +313.8% | -251.4% | +52.7% |
| All | +37.4% | +2,150.5% | -2,113.1% | +16.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling