+169.7%
EXE vs KNX
+68.0%
+101.7%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.5% | -0.6% | -1.9% |
| 7D | -3.1% | -5.6% | +2.4% | -2.4% |
| 30D | -0.9% | -4.4% | +3.5% | -0.4% |
| 3M | +9.6% | -17.3% | +26.9% | +12.2% |
| 6M | -11.6% | +22.6% | -34.2% | -15.0% |
| YTD | -12.6% | +31.1% | -43.7% | -17.2% |
| 1Y | +1.2% | +60.2% | -59.0% | -8.0% |
| 3Y | +18.0% | +35.8% | -17.7% | +8.6% |
| 5Y | +101.1% | +38.9% | +62.2% | +79.5% |
| All | +169.7% | +68.0% | +101.7% | +126.0% |
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