+2,201.6%
EMR vs KNX
+5,045.1%
-2,843.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.8% | +1.6% | -0.5% |
| 7D | +0.9% | +2.3% | -1.4% | +0.3% |
| 30D | -5.0% | +0.5% | -5.4% | -5.1% |
| 3M | +5.9% | -14.1% | +20.1% | +9.6% |
| 6M | +7.3% | +19.8% | -12.4% | +1.9% |
| YTD | +14.6% | +32.7% | -18.2% | +5.9% |
| 1Y | +15.6% | +62.3% | -46.7% | +1.1% |
| 3Y | +60.2% | +36.8% | +23.3% | +44.2% |
| 5Y | +65.8% | +41.8% | +24.1% | +46.2% |
| 10Y | +277.4% | +169.7% | +107.7% | +177.3% |
| All | +2,201.6% | +5,045.1% | -2,843.5% | +1,082.2% |
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