+842.3%
EEM vs KNX
+901.7%
-59.4%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.8% | +1.8% |
| 7D | -1.3% | -5.6% | +4.3% | +0.7% |
| 30D | +2.1% | -4.4% | +6.5% | +3.5% |
| 3M | +1.0% | -17.3% | +18.4% | +7.3% |
| 6M | +15.9% | +22.6% | -6.7% | +6.8% |
| YTD | +24.6% | +31.1% | -6.5% | +11.6% |
| 1Y | +32.3% | +60.2% | -27.9% | +9.4% |
| 3Y | +85.9% | +35.8% | +50.2% | +56.7% |
| 5Y | +45.4% | +38.9% | +6.5% | +17.7% |
| 10Y | +130.1% | +166.5% | -36.4% | +28.1% |
| All | +842.3% | +901.7% | -59.4% | +179.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KNX.
Daily Out/Under-Performance
Portfolio return minus KNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KNX 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 KNX 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