+2,488.7%
ELV vs KNX
+1,082.3%
+1,406.5%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.2% | +6.7% | +5.7% |
| 7D | +2.8% | -5.6% | +8.3% | +4.0% |
| 30D | +4.9% | -4.4% | +9.3% | +5.7% |
| 3M | +4.9% | -17.3% | +22.2% | +8.7% |
| 6M | +45.1% | +22.6% | +22.5% | +37.6% |
| YTD | +20.7% | +31.1% | -10.5% | +12.5% |
| 1Y | +35.0% | +60.2% | -25.2% | +20.1% |
| 3Y | -2.4% | +35.8% | -38.2% | -12.2% |
| 5Y | +25.5% | +38.9% | -13.5% | +10.4% |
| 10Y | +277.1% | +166.5% | +110.6% | +176.3% |
| All | +2,488.7% | +1,082.3% | +1,406.5% | +1,385.6% |
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