+160.2%
KNX vs ES
+82.1%
+78.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.9% | -1.3% |
| 7D | -5.6% | -3.6% | -2.0% | -4.6% |
| 30D | -4.4% | -4.2% | -0.2% | -3.3% |
| 3M | -17.3% | +0.1% | -17.5% | -17.5% |
| 6M | +22.6% | -6.2% | +28.9% | +24.5% |
| YTD | +31.1% | +4.1% | +27.1% | +28.7% |
| 1Y | +60.2% | +10.2% | +50.0% | +53.3% |
| 3Y | +35.8% | +26.1% | +9.7% | +22.5% |
| 5Y | +38.9% | -5.3% | +44.2% | +36.6% |
| All | +160.2% | +82.1% | +78.2% | +175.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 10y: compounded portfolio wealth divided by compounded ES 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…
10y analysis · Full analysis span regression · 6 months rolling