+41.1%
KNX vs ALM
+856.4%
-815.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -9.6% | +10.0% | +0.7% |
| 7D | -0.5% | -7.1% | +6.6% | -0.2% |
| 30D | +1.0% | +24.7% | -23.7% | 0.0% |
| 3M | -12.6% | +8.3% | -20.9% | -13.2% |
| 6M | +21.1% | -22.2% | +43.3% | +21.2% |
| YTD | +33.2% | +88.1% | -54.9% | +28.7% |
| 1Y | +67.8% | +272.4% | -204.6% | +57.5% |
| 3Y | +37.3% | +2,004.1% | -1,966.8% | +15.5% |
| 5Y | +41.1% | +915.8% | -874.7% | +18.5% |
| All | +41.1% | +856.4% | -815.3% | +18.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling