+52.7%
EFA vs KNX
+37.6%
+15.1%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.5% | +2.5% | +1.3% |
| 7D | -1.5% | -5.6% | +4.1% | -0.4% |
| 30D | -1.7% | -4.4% | +2.7% | -0.8% |
| 3M | +3.5% | -17.3% | +20.8% | +7.3% |
| 6M | +9.5% | +22.6% | -13.2% | +4.0% |
| YTD | +12.9% | +31.1% | -18.3% | +5.3% |
| 1Y | +18.2% | +60.2% | -42.0% | +4.9% |
| 3Y | +64.8% | +35.8% | +29.1% | +48.4% |
| All | +52.7% | +37.6% | +15.1% | +33.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling