+4,850.9%
KNX vs ED
+1,946.7%
+2,904.2%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.9% | -2.6% | -1.9% |
| 7D | +6.4% | +0.5% | +5.9% | +6.2% |
| 30D | +1.4% | +1.1% | +0.3% | +1.0% |
| 3M | -12.0% | +4.6% | -16.7% | -13.4% |
| 6M | +25.2% | -2.0% | +27.1% | +25.4% |
| YTD | +36.6% | +11.7% | +24.9% | +31.2% |
| 1Y | +67.6% | +15.7% | +51.9% | +58.8% |
| 3Y | +40.8% | +34.4% | +6.5% | +24.8% |
| 5Y | +43.3% | +67.3% | -24.0% | +17.0% |
| 10Y | +170.1% | +104.0% | +66.0% | +100.8% |
| All | +4,850.9% | +1,946.7% | +2,904.2% | +2,359.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling