+155.8%
EXC vs KNX
+166.7%
-10.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | -0.3% |
| 7D | -1.1% | -5.6% | +4.5% | -0.3% |
| 30D | -3.6% | -4.4% | +0.8% | -3.1% |
| 3M | -4.3% | -17.3% | +13.1% | -1.9% |
| 6M | -9.9% | +22.6% | -32.6% | -13.2% |
| YTD | +1.8% | +31.1% | -29.4% | -3.2% |
| 1Y | +2.9% | +60.2% | -57.3% | -5.7% |
| 3Y | +19.1% | +35.8% | -16.6% | +10.2% |
| 5Y | +44.8% | +38.9% | +5.9% | +31.2% |
| All | +155.8% | +166.7% | -10.9% | +108.8% |
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