+64.6%
EWZ vs KNX
+41.5%
+23.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +0.9% | +1.2% |
| 7D | +1.1% | -0.5% | +1.6% | +1.2% |
| 30D | +13.5% | +1.0% | +12.5% | +13.2% |
| 3M | +15.2% | -12.6% | +27.9% | +17.2% |
| 6M | +3.7% | +21.1% | -17.4% | +0.4% |
| YTD | +22.5% | +33.2% | -10.7% | +17.0% |
| 1Y | +35.3% | +67.8% | -32.5% | +24.9% |
| 3Y | +50.2% | +37.3% | +12.9% | +40.6% |
| 5Y | +64.6% | +41.1% | +23.5% | +50.7% |
| All | +64.6% | +41.5% | +23.1% | +50.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling