+586.2%
EWT vs KNX
+3,002.0%
-2,415.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.5% | +3.4% | +2.2% |
| 7D | -1.1% | -5.6% | +4.5% | +0.4% |
| 30D | +4.5% | -4.4% | +8.9% | +5.6% |
| 3M | +8.3% | -17.3% | +25.6% | +13.5% |
| 6M | +54.2% | +22.6% | +31.6% | +45.0% |
| YTD | +74.6% | +31.1% | +43.4% | +60.6% |
| 1Y | +84.9% | +60.2% | +24.7% | +60.1% |
| 3Y | +197.5% | +35.8% | +161.8% | +162.9% |
| 5Y | +150.6% | +38.9% | +111.7% | +116.0% |
| 10Y | +516.1% | +166.5% | +349.6% | +311.7% |
| All | +586.2% | +3,002.0% | -2,415.7% | +172.0% |
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