+172.9%
KNX vs ELF
+334.6%
-161.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.9% | +3.2% | -1.0% |
| 7D | +6.4% | -1.2% | +7.6% | +6.6% |
| 30D | +1.4% | +5.9% | -4.5% | +0.5% |
| 3M | -12.0% | +99.5% | -111.6% | -20.6% |
| 6M | +25.2% | +26.5% | -1.4% | +19.9% |
| YTD | +36.6% | +37.2% | -0.6% | +28.9% |
| 1Y | +67.6% | -24.4% | +92.0% | +69.1% |
| 3Y | +40.8% | -23.3% | +64.1% | +33.2% |
| 5Y | +43.3% | +245.2% | -201.8% | +6.8% |
| All | +172.9% | +334.6% | -161.7% | +80.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling