+160.2%
KNX vs ECL
+160.1%
+0.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.7% | -3.2% | -2.3% |
| 7D | -5.6% | -1.1% | -4.5% | -5.1% |
| 30D | -4.4% | -0.8% | -3.6% | -4.2% |
| 3M | -17.3% | +5.0% | -22.4% | -19.6% |
| 6M | +22.6% | +0.2% | +22.4% | +21.8% |
| YTD | +31.1% | +5.8% | +25.4% | +27.1% |
| 1Y | +60.2% | +1.5% | +58.7% | +58.0% |
| 3Y | +35.8% | +55.0% | -19.2% | +8.4% |
| 5Y | +38.9% | +29.3% | +9.6% | +17.8% |
| All | +160.2% | +160.1% | +0.2% | +41.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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