+432.5%
EWZ vs KNX
+2,882.2%
-2,449.6%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.8% | -4.5% | -1.8% |
| 7D | +6.5% | +7.4% | -0.9% | +4.2% |
| 30D | +4.8% | +2.0% | +2.9% | +4.0% |
| 3M | +9.9% | -7.9% | +17.8% | +11.9% |
| 6M | +1.9% | +14.4% | -12.4% | -3.4% |
| YTD | +20.3% | +38.9% | -18.6% | +7.1% |
| 1Y | +35.6% | +65.9% | -30.3% | +13.3% |
| 3Y | +43.4% | +35.8% | +7.6% | +23.3% |
| 5Y | +55.9% | +43.3% | +12.6% | +27.3% |
| 10Y | +84.2% | +179.6% | -95.5% | +11.8% |
| All | +432.5% | +2,882.2% | -2,449.6% | +88.9% |
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 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