+4,850.9%
KNX vs ECL
+7,869.0%
-3,018.1%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.2% | -1.5% |
| 7D | +6.4% | -0.8% | +7.2% | +6.8% |
| 30D | +1.4% | -2.5% | +3.9% | +2.4% |
| 3M | -12.0% | +8.3% | -20.4% | -15.8% |
| 6M | +25.2% | -1.1% | +26.2% | +25.1% |
| YTD | +36.6% | +6.5% | +30.1% | +31.8% |
| 1Y | +67.6% | +2.1% | +65.5% | +64.8% |
| 3Y | +40.8% | +57.6% | -16.8% | +10.6% |
| 5Y | +43.3% | +28.1% | +15.3% | +22.2% |
| 10Y | +170.1% | +153.2% | +16.9% | +56.5% |
| All | +4,850.9% | +7,869.0% | -3,018.1% | +957.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling