+35.8%
KNX vs EFV
+90.2%
-54.5%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.1% | -2.6% | -2.4% |
| 7D | -5.6% | -0.8% | -4.8% | -4.9% |
| 30D | -4.4% | +0.6% | -5.0% | -4.9% |
| 3M | -17.3% | +7.5% | -24.9% | -22.2% |
| 6M | +22.6% | +13.0% | +9.6% | +10.7% |
| YTD | +31.1% | +18.3% | +12.8% | +13.9% |
| 1Y | +60.2% | +26.7% | +33.5% | +31.6% |
| 3Y | +35.8% | +89.6% | -53.8% | -18.5% |
| All | +35.8% | +90.2% | -54.5% | -18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 3y: compounded portfolio wealth divided by compounded EFV 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…
3y analysis · Full analysis span regression · 6 months rolling