+89.4%
EWZ vs KNX
+166.7%
-77.4%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.6% | -0.6% |
| 7D | +0.9% | -5.6% | +6.5% | +2.2% |
| 30D | +12.8% | -4.4% | +17.2% | +13.8% |
| 3M | +10.8% | -17.3% | +28.1% | +15.1% |
| 6M | +2.5% | +22.6% | -20.1% | -3.0% |
| YTD | +21.4% | +31.1% | -9.8% | +12.7% |
| 1Y | +32.8% | +60.2% | -27.4% | +17.1% |
| 3Y | +45.2% | +35.8% | +9.4% | +29.9% |
| 5Y | +63.0% | +38.9% | +24.1% | +40.8% |
| All | +89.4% | +166.7% | -77.4% | +33.3% |
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 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