+195.6%
EQT vs KNX
+39.7%
+155.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.5% |
| 7D | -1.2% | -0.5% | -0.7% | -1.1% |
| 30D | +1.1% | +1.0% | +0.1% | +0.7% |
| 3M | +4.8% | -12.6% | +17.4% | +7.1% |
| 6M | -10.6% | +21.1% | -31.7% | -15.0% |
| YTD | +3.4% | +33.2% | -29.8% | -4.2% |
| 1Y | +8.7% | +67.8% | -59.1% | -5.6% |
| 3Y | +35.0% | +37.3% | -2.4% | +20.4% |
| All | +195.6% | +39.7% | +155.8% | +154.2% |
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 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