+244.0%
EQIX vs KNX
+166.7%
+77.2%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.5% | +2.9% | +1.7% |
| 7D | +0.2% | -5.6% | +5.8% | +1.3% |
| 30D | -2.5% | -4.4% | +1.9% | -1.7% |
| 3M | 0.0% | -17.3% | +17.3% | +3.5% |
| 6M | +7.6% | +22.6% | -15.0% | +2.2% |
| YTD | +37.5% | +31.1% | +6.4% | +28.2% |
| 1Y | +32.9% | +60.2% | -27.3% | +18.0% |
| 3Y | +42.8% | +35.8% | +7.0% | +28.8% |
| 5Y | +35.8% | +38.9% | -3.1% | +20.6% |
| All | +244.0% | +166.7% | +77.2% | +177.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling