+37.9%
KNX vs ECL
+53.7%
-15.8%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.6% | +0.5% |
| 7D | -0.5% | -2.6% | +2.2% | +0.7% |
| 30D | +1.0% | -4.6% | +5.6% | +3.0% |
| 3M | -12.6% | +6.0% | -18.6% | -15.5% |
| 6M | +21.1% | -3.0% | +24.0% | +22.1% |
| YTD | +33.2% | +4.0% | +29.2% | +30.4% |
| 1Y | +67.8% | +2.0% | +65.8% | +65.5% |
| All | +37.9% | +53.7% | -15.8% | +13.8% |
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