+787.2%
EXPE vs KNX
+457.8%
+329.4%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.3% | +1.2% | +1.4% |
| 7D | -8.7% | -0.5% | -8.2% | -8.5% |
| 30D | -13.6% | +1.0% | -14.7% | -14.3% |
| 3M | +26.6% | -12.6% | +39.3% | +32.5% |
| 6M | +19.9% | +21.1% | -1.1% | +8.6% |
| YTD | -1.7% | +33.2% | -34.9% | -14.7% |
| 1Y | +29.4% | +67.8% | -38.3% | +1.6% |
| 3Y | +155.7% | +37.3% | +118.3% | +112.7% |
| 5Y | +93.1% | +41.1% | +52.0% | +56.0% |
| 10Y | +162.1% | +170.6% | -8.5% | +47.9% |
| All | +787.2% | +457.8% | +329.4% | +224.1% |
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