+96.7%
ELAN vs KNX
+34.6%
+62.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.5% | +2.9% | +1.9% |
| 7D | -5.4% | -5.6% | +0.2% | -3.3% |
| 30D | +4.7% | -4.4% | +9.1% | +6.3% |
| 3M | -3.7% | -17.3% | +13.7% | +3.3% |
| 6M | -1.2% | +22.6% | -23.8% | -9.8% |
| YTD | +2.4% | +31.1% | -28.8% | -9.6% |
| 1Y | +23.4% | +60.2% | -36.8% | -1.2% |
| 3Y | +96.7% | +35.8% | +60.9% | +60.0% |
| All | +96.7% | +34.6% | +62.1% | +60.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling