+66.5%
EWZ vs KNX
+105.1%
-38.6%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.3% | -1.9% | +0.6% |
| 7D | +0.8% | +9.2% | -8.5% | -1.2% |
| 30D | -24.4% | +0.9% | -25.3% | -24.6% |
| 3M | -4.6% | -12.7% | +8.1% | -1.9% |
| 6M | -11.6% | +7.3% | -18.9% | -13.9% |
| YTD | +2.4% | +23.1% | -20.7% | -3.8% |
| 1Y | +2.1% | +47.1% | -45.0% | -8.0% |
| 3Y | +18.7% | +33.3% | -14.6% | +6.4% |
| 5Y | +54.2% | +12.1% | +42.1% | +41.5% |
| All | +66.5% | +105.1% | -38.6% | +23.9% |
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