+97.9%
EWT vs KNX
+67.7%
+30.2%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.5% | -1.6% | +1.2% |
| 7D | +4.0% | +7.1% | -3.1% | +2.5% |
| 30D | +10.3% | +1.7% | +8.6% | +9.9% |
| 3M | +6.1% | -8.1% | +14.2% | +7.6% |
| 6M | +56.6% | +14.0% | +42.6% | +52.1% |
| YTD | +76.6% | +38.5% | +38.1% | +67.9% |
| 1Y | +97.9% | +65.4% | +32.4% | +83.2% |
| All | +97.9% | +67.7% | +30.2% | +83.2% |
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