+38.7%
KNX vs EME
+575.5%
-536.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +4.3% | -5.9% | -2.7% |
| 7D | -5.6% | +3.5% | -9.1% | -6.5% |
| 30D | -4.4% | -6.3% | +1.9% | -2.9% |
| 3M | -17.3% | -3.8% | -13.6% | -17.0% |
| 6M | +22.6% | +8.5% | +14.1% | +18.6% |
| YTD | +31.1% | +27.8% | +3.3% | +20.3% |
| 1Y | +60.2% | +22.2% | +38.0% | +47.3% |
| 3Y | +35.8% | +253.5% | -217.7% | -20.3% |
| All | +38.7% | +575.5% | -536.8% | -41.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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