+4,546.7%
KNX vs EME
+60,670.1%
-56,123.3%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.6% |
| 7D | -0.5% | +0.9% | -1.4% | -0.8% |
| 30D | +1.0% | -8.4% | +9.4% | +3.6% |
| 3M | -12.6% | -3.6% | -9.0% | -12.7% |
| 6M | +21.1% | +3.6% | +17.5% | +18.1% |
| YTD | +33.2% | +22.5% | +10.7% | +23.1% |
| 1Y | +67.8% | +18.2% | +49.6% | +55.2% |
| 3Y | +37.3% | +238.4% | -201.0% | -10.7% |
| 5Y | +41.1% | +550.5% | -509.4% | -25.4% |
| 10Y | +170.6% | +1,295.3% | -1,124.7% | +10.5% |
| All | +4,546.7% | +60,670.1% | -56,123.3% | +1,034.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling