-29.3%
EW vs KNX
+37.6%
-66.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.5% | -1.2% | -2.5% |
| 7D | -6.2% | -5.6% | -0.6% | -5.2% |
| 30D | -9.3% | -4.4% | -4.9% | -8.7% |
| 3M | -1.6% | -17.3% | +15.7% | +1.4% |
| 6M | -0.8% | +22.6% | -23.5% | -5.4% |
| YTD | -1.0% | +31.1% | -32.2% | -6.9% |
| 1Y | +8.2% | +60.2% | -52.1% | -2.7% |
| 3Y | +12.7% | +35.8% | -23.1% | +2.6% |
| All | -29.3% | +37.6% | -66.9% | -38.0% |
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