+4,861.4%
KNX vs AEIS
+2,610.7%
+2,250.7%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.1% | -1.7% | -2.6% |
| 7D | +2.3% | +6.5% | -4.1% | +1.3% |
| 30D | +0.5% | -9.2% | +9.6% | +1.9% |
| 3M | -14.1% | -8.3% | -5.8% | -13.8% |
| 6M | +19.8% | -6.3% | +26.1% | +19.2% |
| YTD | +32.7% | +36.5% | -3.8% | +24.1% |
| 1Y | +62.3% | +84.8% | -22.4% | +43.8% |
| 3Y | +36.8% | +176.6% | -139.7% | +12.3% |
| 5Y | +41.8% | +237.1% | -195.3% | +11.8% |
| 10Y | +169.7% | +554.7% | -385.0% | +82.1% |
| All | +4,861.4% | +2,610.7% | +2,250.7% | +2,119.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 AEIS 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