+4,850.9%
KNX vs EIX
+1,254.7%
+3,596.2%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +4.5% | -6.2% | -2.5% |
| 7D | +6.4% | +0.9% | +5.5% | +6.1% |
| 30D | +1.4% | -13.5% | +14.9% | +3.0% |
| 3M | -12.0% | -15.3% | +3.2% | -10.4% |
| 6M | +25.2% | -15.3% | +40.5% | +27.4% |
| YTD | +36.6% | +2.7% | +33.9% | +33.8% |
| 1Y | +67.6% | +17.4% | +50.1% | +60.0% |
| 3Y | +40.8% | -1.3% | +42.2% | +37.4% |
| 5Y | +43.3% | +27.2% | +16.2% | +33.0% |
| 10Y | +170.1% | +22.7% | +147.3% | +145.1% |
| All | +4,850.9% | +1,254.7% | +3,596.2% | +3,517.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling