+6,167.6%
EW vs KNX
+2,771.7%
+3,396.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.8% | +2.2% | -0.1% |
| 7D | -5.1% | +2.3% | -7.4% | -5.6% |
| 30D | -6.4% | +0.5% | -6.8% | -6.6% |
| 3M | -1.6% | -14.1% | +12.6% | +1.0% |
| 6M | +2.3% | +19.8% | -17.5% | -2.1% |
| YTD | +1.1% | +32.7% | -31.6% | -5.4% |
| 1Y | +8.0% | +62.3% | -54.3% | -3.4% |
| 3Y | +16.3% | +36.8% | -20.5% | +5.1% |
| 5Y | -29.4% | +41.8% | -71.2% | -37.3% |
| 10Y | +125.6% | +169.7% | -44.1% | +69.5% |
| All | +6,167.6% | +2,771.7% | +3,396.0% | +2,755.4% |
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