+486.1%
KNX vs EFV
+252.1%
+234.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.6% |
| 7D | -0.5% | -2.0% | +1.5% | +0.9% |
| 30D | +1.0% | -0.2% | +1.2% | +1.2% |
| 3M | -12.6% | +9.1% | -21.8% | -17.8% |
| 6M | +21.1% | +11.7% | +9.4% | +12.1% |
| YTD | +33.2% | +17.0% | +16.1% | +19.3% |
| 1Y | +67.8% | +26.7% | +41.1% | +42.3% |
| 3Y | +37.3% | +90.2% | -52.8% | -12.4% |
| 5Y | +41.1% | +96.1% | -55.0% | -12.1% |
| 10Y | +170.6% | +164.5% | +6.1% | +35.7% |
| All | +486.1% | +252.1% | +234.0% | +122.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling