+54.2%
EWZ vs KNX
+12.1%
+42.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.3% | -1.9% | +0.9% |
| 7D | +0.8% | +9.2% | -8.5% | -0.5% |
| 30D | -24.4% | +0.9% | -25.3% | -24.5% |
| 3M | -4.6% | -12.7% | +8.1% | -2.9% |
| 6M | -11.6% | +7.3% | -18.9% | -13.1% |
| YTD | +2.4% | +23.1% | -20.7% | -1.6% |
| 1Y | +2.1% | +47.1% | -45.0% | -4.3% |
| 3Y | +18.7% | +33.3% | -14.6% | +10.9% |
| All | +54.2% | +12.1% | +42.1% | +44.3% |
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 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