+5,005.6%
KNX vs EL
+1,648.4%
+3,357.2%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.1% | +0.4% | -1.1% |
| 7D | +6.4% | +1.7% | +4.7% | +5.9% |
| 30D | +1.4% | +15.5% | -14.1% | -3.3% |
| 3M | -12.0% | +20.6% | -32.6% | -17.3% |
| 6M | +25.2% | +10.5% | +14.7% | +19.4% |
| YTD | +36.6% | -1.9% | +38.5% | +33.9% |
| 1Y | +67.6% | +16.1% | +51.5% | +55.9% |
| 3Y | +40.8% | -30.2% | +71.0% | +43.8% |
| 5Y | +43.3% | -67.4% | +110.7% | +79.3% |
| 10Y | +170.1% | +31.2% | +138.8% | +119.7% |
| All | +5,005.6% | +1,648.4% | +3,357.2% | +2,283.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling