+160.2%
KNX vs EFX
+42.6%
+117.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.6% | -2.1% | -1.7% |
| 7D | -5.6% | -4.5% | -1.0% | -4.1% |
| 30D | -4.4% | -6.1% | +1.7% | -2.8% |
| 3M | -17.3% | +6.2% | -23.5% | -20.0% |
| 6M | +22.6% | -11.2% | +33.8% | +25.8% |
| YTD | +31.1% | -21.4% | +52.6% | +39.6% |
| 1Y | +60.2% | -34.3% | +94.5% | +81.5% |
| 3Y | +35.8% | -12.5% | +48.3% | +35.5% |
| 5Y | +38.9% | -35.6% | +74.5% | +49.1% |
| All | +160.2% | +42.6% | +117.7% | +106.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling