+4,711.0%
KNX vs EFX
+2,917.4%
+1,793.6%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.1% | -0.8% | -2.1% |
| 7D | +2.3% | -9.4% | +11.7% | +6.0% |
| 30D | +0.5% | -6.9% | +7.3% | +2.7% |
| 3M | -14.1% | +0.1% | -14.3% | -15.3% |
| 6M | +19.8% | -17.3% | +37.1% | +26.4% |
| YTD | +32.7% | -21.8% | +54.6% | +42.0% |
| 1Y | +62.3% | -32.5% | +94.9% | +83.2% |
| 3Y | +36.8% | -12.3% | +49.2% | +36.0% |
| 5Y | +41.8% | -36.6% | +78.4% | +55.5% |
| 10Y | +169.7% | +41.0% | +128.6% | +104.3% |
| All | +4,711.0% | +2,917.4% | +1,793.6% | +1,532.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling