+41.1%
KNX vs ED
+66.8%
-25.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.1% | +0.4% |
| 7D | -0.5% | -1.9% | +1.4% | -0.3% |
| 30D | +1.0% | +0.1% | +0.9% | +1.0% |
| 3M | -12.6% | 0.0% | -12.6% | -12.7% |
| 6M | +21.1% | -2.5% | +23.6% | +21.3% |
| YTD | +33.2% | +10.1% | +23.1% | +30.9% |
| 1Y | +67.8% | +13.6% | +54.2% | +63.7% |
| 3Y | +37.3% | +32.4% | +4.9% | +24.6% |
| 5Y | +41.1% | +69.9% | -28.8% | +18.9% |
| All | +41.1% | +66.8% | -25.7% | +18.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling