+37.9%
KNX vs EL
-34.4%
+72.3%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.3% | +2.7% | +0.9% |
| 7D | -0.5% | -4.4% | +3.9% | +0.6% |
| 30D | +1.0% | +10.3% | -9.3% | -1.7% |
| 3M | -12.6% | +13.4% | -26.0% | -15.7% |
| 6M | +21.1% | +3.1% | +18.0% | +18.9% |
| YTD | +33.2% | -6.9% | +40.1% | +33.3% |
| 1Y | +67.8% | +11.9% | +55.9% | +59.7% |
| All | +37.9% | -34.4% | +72.3% | +41.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 3y: compounded portfolio wealth divided by compounded EL 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…
3y analysis · Full analysis span regression · 6 months rolling