+69.4%
EMR vs KNX
+37.6%
+31.9%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.5% | +4.1% | +3.1% |
| 7D | -0.4% | -5.6% | +5.2% | +1.5% |
| 30D | -6.8% | -4.4% | -2.4% | -5.4% |
| 3M | +7.5% | -17.3% | +24.8% | +14.1% |
| 6M | +9.9% | +22.6% | -12.8% | +1.0% |
| YTD | +16.0% | +31.1% | -15.2% | +3.9% |
| 1Y | +12.4% | +60.2% | -47.8% | -6.9% |
| 3Y | +60.2% | +35.8% | +24.5% | +37.5% |
| All | +69.4% | +37.6% | +31.9% | +39.4% |
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