+166.2%
EOG vs KNX
+37.6%
+128.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.5% | +0.1% |
| 7D | +1.5% | -5.6% | +7.1% | +2.2% |
| 30D | +2.9% | -4.4% | +7.4% | +3.5% |
| 3M | +8.7% | -17.3% | +26.1% | +11.3% |
| 6M | +12.9% | +22.6% | -9.7% | +8.5% |
| YTD | +43.8% | +31.1% | +12.7% | +35.8% |
| 1Y | +27.1% | +60.2% | -33.1% | +14.9% |
| 3Y | +25.9% | +35.8% | -9.9% | +15.5% |
| All | +166.2% | +37.6% | +128.7% | +144.8% |
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