+175.5%
EXE vs KNX
+70.6%
+104.9%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | -0.1% | +0.2% |
| 7D | -2.2% | -0.5% | -1.7% | -2.2% |
| 30D | -0.8% | +1.0% | -1.8% | -1.1% |
| 3M | +10.0% | -12.6% | +22.7% | +11.8% |
| 6M | -6.3% | +21.1% | -27.4% | -9.8% |
| YTD | -10.7% | +33.2% | -43.9% | -15.6% |
| 1Y | +2.7% | +67.8% | -65.1% | -7.3% |
| 3Y | +19.1% | +37.3% | -18.2% | +9.5% |
| 5Y | +105.4% | +41.1% | +64.3% | +83.0% |
| All | +175.5% | +70.6% | +104.9% | +130.4% |
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