+38.7%
KNX vs EL
-69.0%
+107.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.7% | -2.2% | -1.7% |
| 7D | -5.6% | -6.5% | +0.9% | -3.8% |
| 30D | -4.4% | +11.1% | -15.6% | -7.6% |
| 3M | -17.3% | +10.7% | -28.0% | -20.1% |
| 6M | +22.6% | +6.9% | +15.8% | +18.6% |
| YTD | +31.1% | -6.3% | +37.4% | +30.8% |
| 1Y | +60.2% | +13.5% | +46.7% | +50.6% |
| 3Y | +35.8% | -33.1% | +68.8% | +40.3% |
| All | +38.7% | -69.0% | +107.7% | +76.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling