+41.1%
KNX vs EMB
+6.1%
+35.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.2% | +1.3% |
| 7D | -0.5% | -1.1% | +0.6% | +0.8% |
| 30D | +1.0% | -1.1% | +2.1% | +2.3% |
| 3M | -12.6% | -0.8% | -11.9% | -11.8% |
| 6M | +21.1% | -0.1% | +21.1% | +21.4% |
| YTD | +33.2% | +0.4% | +32.7% | +33.0% |
| 1Y | +67.8% | +3.3% | +64.5% | +62.7% |
| 3Y | +37.3% | +29.0% | +8.3% | +5.9% |
| 5Y | +41.1% | +6.3% | +34.7% | +18.5% |
| All | +41.1% | +6.1% | +35.0% | +18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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