+162.4%
EXPE vs KNX
+34.6%
+127.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.5% | +3.0% | +2.0% |
| 7D | -5.8% | -5.6% | -0.2% | -3.8% |
| 30D | -13.6% | -4.4% | -9.2% | -12.5% |
| 3M | +25.2% | -17.3% | +42.5% | +33.5% |
| 6M | +22.3% | +22.6% | -0.3% | +9.6% |
| YTD | -0.3% | +31.1% | -31.5% | -14.0% |
| 1Y | +27.8% | +60.2% | -32.4% | +0.1% |
| 3Y | +162.4% | +35.8% | +126.7% | +111.2% |
| All | +162.4% | +34.6% | +127.9% | +111.2% |
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