+4,279.5%
EOG vs KNX
+5,063.0%
-783.6%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.2% |
| 7D | +1.0% | -0.5% | +1.5% | +1.1% |
| 30D | +2.8% | +1.0% | +1.8% | +2.4% |
| 3M | +5.9% | -12.6% | +18.5% | +8.4% |
| 6M | +17.1% | +21.1% | -4.0% | +11.1% |
| YTD | +43.9% | +33.2% | +10.7% | +33.3% |
| 1Y | +26.9% | +67.8% | -40.9% | +11.2% |
| 3Y | +23.6% | +37.3% | -13.8% | +10.9% |
| 5Y | +178.1% | +41.1% | +137.0% | +144.0% |
| 10Y | +119.8% | +170.6% | -50.8% | +61.3% |
| All | +4,279.5% | +5,063.0% | -783.6% | +2,566.1% |
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