+9.6%
ELAN vs KNX
+34.4%
-24.8%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -4.6% | -1.8% | -5.0% |
| 7D | +1.9% | -2.7% | +4.6% | +2.9% |
| 30D | +5.3% | -8.0% | +13.3% | +8.1% |
| 3M | -9.7% | -15.8% | +6.1% | -5.0% |
| 6M | +3.0% | -3.0% | +6.0% | +3.6% |
| YTD | +4.6% | +14.7% | -10.1% | 0.0% |
| 1Y | +9.6% | +35.0% | -25.4% | +3.5% |
| All | +9.6% | +34.4% | -24.8% | +3.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling