+30.2%
EWJ vs KNX
+67.7%
-37.5%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.5% | -3.1% | -0.2% |
| 7D | +2.5% | +7.1% | -4.6% | +1.3% |
| 30D | +3.3% | +1.7% | +1.6% | +2.9% |
| 3M | +5.0% | -8.1% | +13.1% | +6.2% |
| 6M | +11.5% | +14.0% | -2.5% | +8.1% |
| YTD | +22.4% | +38.5% | -16.1% | +15.3% |
| 1Y | +30.2% | +65.4% | -35.2% | +17.9% |
| All | +30.2% | +67.7% | -37.5% | +17.9% |
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