+144.6%
IEFA vs KNX
+166.7%
-22.2%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.5% | +2.5% | +1.3% |
| 7D | -1.6% | -5.6% | +4.0% | -0.4% |
| 30D | -1.5% | -4.4% | +2.9% | -0.7% |
| 3M | +3.4% | -17.3% | +20.7% | +7.2% |
| 6M | +9.5% | +22.6% | -13.1% | +4.1% |
| YTD | +13.0% | +31.1% | -18.1% | +5.6% |
| 1Y | +18.0% | +60.2% | -42.2% | +5.1% |
| 3Y | +65.4% | +35.8% | +29.6% | +49.4% |
| 5Y | +51.6% | +38.9% | +12.6% | +34.3% |
| All | +144.6% | +166.7% | -22.2% | +87.7% |
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 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