+18.0%
EXE vs KNX
+34.6%
-16.5%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.5% | -0.6% | -2.1% |
| 7D | -3.1% | -5.6% | +2.4% | -3.0% |
| 30D | -0.9% | -4.4% | +3.5% | -0.8% |
| 3M | +9.6% | -17.3% | +26.9% | +10.4% |
| 6M | -11.6% | +22.6% | -34.2% | -12.9% |
| YTD | -12.6% | +31.1% | -43.7% | -14.3% |
| 1Y | +1.2% | +60.2% | -59.0% | -2.5% |
| 3Y | +18.0% | +35.8% | -17.7% | +16.7% |
| All | +18.0% | +34.6% | -16.5% | +16.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling