+18.1%
EW vs KNX
+45.0%
-26.9%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.7% | +5.1% | +4.4% |
| 7D | +8.3% | +2.5% | +5.8% | +8.1% |
| 30D | +13.9% | -4.4% | +18.3% | +14.3% |
| 3M | +10.9% | -12.7% | +23.6% | +12.1% |
| 6M | +19.2% | +0.9% | +18.3% | +17.8% |
| YTD | +16.6% | +20.3% | -3.8% | +11.9% |
| 1Y | +18.1% | +40.9% | -22.9% | +12.3% |
| All | +18.1% | +45.0% | -26.9% | +12.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling