+164.3%
EWY vs KNX
+67.7%
+96.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +3.5% | +1.1% | +3.3% |
| 7D | +4.8% | +7.1% | -2.3% | +2.2% |
| 30D | +11.7% | +1.7% | +10.0% | +11.0% |
| 3M | -7.4% | -8.1% | +0.7% | -4.7% |
| 6M | +40.6% | +14.0% | +26.5% | +33.9% |
| YTD | +94.3% | +38.5% | +55.8% | +80.2% |
| 1Y | +164.3% | +65.4% | +98.9% | +139.3% |
| All | +164.3% | +67.7% | +96.6% | +139.3% |
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