+84.1%
KNX vs EQH
+234.7%
-150.6%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.4% | -2.9% | -2.1% |
| 7D | -5.6% | +0.7% | -6.3% | -5.8% |
| 30D | -4.4% | +2.8% | -7.2% | -5.5% |
| 3M | -17.3% | +23.1% | -40.4% | -24.0% |
| 6M | +22.6% | +41.4% | -18.8% | +6.4% |
| YTD | +31.1% | +14.3% | +16.9% | +23.1% |
| 1Y | +60.2% | +1.6% | +58.6% | +56.6% |
| 3Y | +35.8% | +102.7% | -67.0% | +2.4% |
| 5Y | +38.9% | +104.5% | -65.6% | +2.7% |
| All | +84.1% | +234.7% | -150.6% | +8.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling