+353.2%
EWZ vs KNX
+2,542.9%
-2,189.7%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.3% | -1.9% | +0.4% |
| 7D | +0.8% | +9.2% | -8.5% | -1.9% |
| 30D | -24.4% | +0.9% | -25.3% | -24.7% |
| 3M | -4.6% | -12.7% | +8.1% | -1.0% |
| 6M | -11.6% | +7.3% | -18.9% | -14.6% |
| YTD | +2.4% | +23.1% | -20.7% | -5.7% |
| 1Y | +2.1% | +47.1% | -45.0% | -11.2% |
| 3Y | +18.7% | +33.3% | -14.6% | +2.5% |
| 5Y | +54.2% | +12.1% | +42.1% | +36.3% |
| 10Y | +65.9% | +106.9% | -41.0% | +11.0% |
| All | +353.2% | +2,542.9% | -2,189.7% | +66.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling