+37.9%
KNX vs ELF
-30.3%
+68.2%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.3% | +4.7% | +0.9% |
| 7D | -0.5% | -10.8% | +10.4% | +1.0% |
| 30D | +1.0% | +0.8% | +0.2% | +0.8% |
| 3M | -12.6% | +64.8% | -77.4% | -18.7% |
| 6M | +21.1% | +19.0% | +2.1% | +17.1% |
| YTD | +33.2% | +25.9% | +7.3% | +27.5% |
| 1Y | +67.8% | -28.8% | +96.6% | +70.6% |
| All | +37.9% | -30.3% | +68.2% | +23.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling