+162.1%
KNX vs ELF
+303.8%
-141.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.2% | -2.7% | -1.7% |
| 7D | -5.6% | -11.6% | +6.1% | -4.0% |
| 30D | -4.4% | +4.6% | -9.0% | -5.1% |
| 3M | -17.3% | +59.7% | -77.0% | -22.9% |
| 6M | +22.6% | +21.2% | +1.4% | +18.2% |
| YTD | +31.1% | +27.4% | +3.7% | +25.0% |
| 1Y | +60.2% | -29.8% | +90.0% | +63.3% |
| 3Y | +35.8% | -28.5% | +64.2% | +29.6% |
| 5Y | +38.9% | +220.0% | -181.1% | +4.6% |
| All | +162.1% | +303.8% | -141.7% | +75.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 10y: compounded portfolio wealth divided by compounded ELF 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…
10y analysis · Full analysis span regression · 6 months rolling