+330.6%
KNX vs ALM
+3,551.9%
-3,221.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +7.7% | -4.4% | +3.3% |
| 7D | +9.2% | +1.2% | +8.0% | +9.2% |
| 30D | +0.9% | -19.3% | +20.3% | +1.0% |
| 3M | -12.7% | -40.6% | +27.9% | -12.7% |
| 6M | +7.3% | -57.9% | +65.2% | +7.4% |
| YTD | +23.1% | -6.7% | +29.8% | +23.1% |
| 1Y | +47.1% | +20.2% | +26.9% | +47.1% |
| 3Y | +33.3% | +879.4% | -846.2% | +33.2% |
| 5Y | +12.1% | +415.3% | -403.2% | +12.0% |
| 10Y | +106.9% | +2,100.8% | -1,993.9% | +107.3% |
| All | +330.6% | +3,551.9% | -3,221.3% | +334.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling