+160.2%
KNX vs EAT
+374.9%
-214.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.5% | -1.4% |
| 7D | -5.6% | -7.7% | +2.1% | -4.4% |
| 30D | -4.4% | -13.6% | +9.2% | -2.3% |
| 3M | -17.3% | +33.9% | -51.2% | -21.3% |
| 6M | +22.6% | +47.2% | -24.6% | +14.4% |
| YTD | +31.1% | +48.1% | -16.9% | +22.0% |
| 1Y | +60.2% | +33.7% | +26.5% | +50.7% |
| 3Y | +35.8% | +595.8% | -560.0% | -1.9% |
| 5Y | +38.9% | +314.4% | -275.5% | +4.1% |
| All | +160.2% | +374.9% | -214.7% | +117.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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