+33.3%
KNX vs ECL
+79.8%
-46.6%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.6% | +1.7% | +2.6% |
| 7D | +9.2% | +2.9% | +6.4% | +7.9% |
| 30D | +0.9% | +7.5% | -6.6% | -2.1% |
| 3M | -12.7% | +12.2% | -25.0% | -17.1% |
| 6M | +7.3% | +24.6% | -17.2% | -3.6% |
| YTD | +23.1% | +18.8% | +4.3% | +13.9% |
| 1Y | +47.1% | +19.3% | +27.7% | +35.6% |
| 3Y | +33.3% | +78.2% | -44.9% | +7.4% |
| All | +33.3% | +79.8% | -46.6% | +7.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling