+13.6%
KNX vs ECL
+38.6%
-25.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.6% | +1.7% | +2.5% |
| 7D | +9.2% | +2.9% | +6.4% | +7.8% |
| 30D | +0.9% | +7.5% | -6.6% | -2.6% |
| 3M | -12.7% | +12.2% | -25.0% | -17.7% |
| 6M | +7.3% | +24.6% | -17.2% | -4.6% |
| YTD | +23.1% | +18.8% | +4.3% | +12.4% |
| 1Y | +47.1% | +19.3% | +27.7% | +33.8% |
| 3Y | +33.3% | +78.2% | -44.9% | -2.5% |
| All | +13.6% | +38.6% | -25.0% | -9.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling