+35.8%
KNX vs EQH
+100.2%
-64.5%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.4% | -2.9% | -2.1% |
| 7D | -5.6% | +0.7% | -6.3% | -5.9% |
| 30D | -4.4% | +2.8% | -7.2% | -5.7% |
| 3M | -17.3% | +23.1% | -40.4% | -25.2% |
| 6M | +22.6% | +41.4% | -18.8% | +3.2% |
| YTD | +31.1% | +14.3% | +16.9% | +21.8% |
| 1Y | +60.2% | +1.6% | +58.6% | +57.0% |
| 3Y | +35.8% | +102.7% | -67.0% | -2.4% |
| All | +35.8% | +100.2% | -64.5% | -2.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EQH.
Daily Out/Under-Performance
Portfolio return minus EQH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQH 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 EQH 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