+38.7%
KNX vs EFX
-36.2%
+74.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -20.1% |
| 6M | +22.6% | -11.2% | +33.8% | +26.0% |
| YTD | +31.1% | -21.4% | +52.6% | +40.2% |
| 1Y | +60.2% | -34.3% | +94.5% | +83.3% |
| 3Y | +35.8% | -12.5% | +48.3% | +34.5% |
| All | +38.7% | -36.2% | +74.9% | +38.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling