-35.6%
ELAN vs KNX
+101.1%
-136.7%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.5% | +2.9% | +1.9% |
| 7D | -5.4% | -5.6% | +0.2% | -3.5% |
| 30D | +4.7% | -4.4% | +9.1% | +6.2% |
| 3M | -3.7% | -17.3% | +13.7% | +2.7% |
| 6M | -1.2% | +22.6% | -23.8% | -9.1% |
| YTD | +2.4% | +31.1% | -28.8% | -8.5% |
| 1Y | +23.4% | +60.2% | -36.8% | +1.4% |
| 3Y | +96.7% | +35.8% | +60.9% | +68.2% |
| 5Y | -30.6% | +38.9% | -69.5% | -41.6% |
| All | -35.6% | +101.1% | -136.7% | -53.2% |
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