+160.2%
KNX vs ED
+108.5%
+51.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.3% | -1.5% |
| 7D | -5.6% | -0.8% | -4.8% | -5.4% |
| 30D | -4.4% | -0.4% | -4.0% | -4.4% |
| 3M | -17.3% | +0.5% | -17.8% | -17.5% |
| 6M | +22.6% | -3.1% | +25.8% | +23.2% |
| YTD | +31.1% | +9.8% | +21.3% | +27.5% |
| 1Y | +60.2% | +12.6% | +47.6% | +54.5% |
| 3Y | +35.8% | +31.4% | +4.4% | +22.7% |
| 5Y | +38.9% | +69.4% | -30.5% | +15.4% |
| All | +160.2% | +108.5% | +51.7% | +134.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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