+65.9%
KNX vs EFX
-25.2%
+91.1%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -6.4% | +10.1% | +4.8% |
| 7D | +7.4% | -8.6% | +16.0% | +8.9% |
| 30D | +2.0% | +0.1% | +1.9% | +1.6% |
| 3M | -7.9% | +3.8% | -11.7% | -9.0% |
| 6M | +14.4% | -13.5% | +27.9% | +18.2% |
| YTD | +38.9% | -17.7% | +56.6% | +46.5% |
| 1Y | +65.9% | -25.6% | +91.5% | +77.0% |
| All | +65.9% | -25.2% | +91.1% | +77.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 1y: compounded portfolio wealth divided by compounded EFX 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…
1y analysis · Full analysis span regression · 6 months rolling