+156.3%
EWJ vs KNX
+4,327.8%
-4,171.5%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.5% | +3.7% | +2.5% |
| 7D | +0.3% | -5.6% | +5.9% | +1.3% |
| 30D | +0.8% | -4.4% | +5.2% | +1.5% |
| 3M | +7.5% | -17.3% | +24.8% | +10.8% |
| 6M | +15.6% | +22.6% | -7.0% | +10.9% |
| YTD | +22.7% | +31.1% | -8.4% | +16.2% |
| 1Y | +26.4% | +60.2% | -33.8% | +15.2% |
| 3Y | +72.5% | +35.8% | +36.8% | +59.3% |
| 5Y | +52.4% | +38.9% | +13.5% | +38.7% |
| 10Y | +143.8% | +166.5% | -22.6% | +91.3% |
| All | +156.3% | +4,327.8% | -4,171.5% | +45.9% |
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 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