+303.5%
EWY vs KNX
+166.7%
+136.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.5% | +4.8% | +3.7% |
| 7D | -0.1% | -5.6% | +5.5% | +1.5% |
| 30D | +7.3% | -4.4% | +11.7% | +8.6% |
| 3M | -5.1% | -17.3% | +12.2% | -0.3% |
| 6M | +42.1% | +22.6% | +19.4% | +34.7% |
| YTD | +94.1% | +31.1% | +63.0% | +80.5% |
| 1Y | +147.8% | +60.2% | +87.6% | +117.9% |
| 3Y | +222.9% | +35.8% | +187.2% | +189.3% |
| 5Y | +150.6% | +38.9% | +111.7% | +119.8% |
| All | +303.5% | +166.7% | +136.7% | +207.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling