+55.2%
EWT vs KNX
+45.0%
+10.2%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.1% |
| 7D | -10.9% | +2.5% | -13.4% | -11.3% |
| 30D | -17.7% | -4.4% | -13.3% | -17.1% |
| 3M | -5.0% | -12.7% | +7.7% | -2.5% |
| 6M | +7.4% | +0.9% | +6.5% | +7.4% |
| YTD | +52.8% | +20.3% | +32.5% | +48.3% |
| 1Y | +55.2% | +40.9% | +14.2% | +47.8% |
| All | +55.2% | +45.0% | +10.2% | +47.8% |
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