+41.1%
KNX vs EIX
+22.7%
+18.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.6% | +0.6% |
| 7D | -0.5% | +0.8% | -1.3% | -0.7% |
| 30D | +1.0% | -18.8% | +19.8% | +4.5% |
| 3M | -12.6% | -19.7% | +7.0% | -9.5% |
| 6M | +21.1% | -18.2% | +39.3% | +24.4% |
| YTD | +33.2% | -1.7% | +34.9% | +28.9% |
| 1Y | +67.8% | +7.8% | +60.0% | +57.5% |
| 3Y | +37.3% | -5.6% | +42.9% | +30.4% |
| 5Y | +41.1% | +23.7% | +17.4% | +16.0% |
| All | +41.1% | +22.7% | +18.4% | +16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 EIX 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