+41.8%
KNX vs ES
-4.5%
+46.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.5% | -1.4% | -2.4% |
| 7D | +2.3% | 0.0% | +2.3% | +2.3% |
| 30D | +0.5% | -1.0% | +1.5% | +0.7% |
| 3M | -14.1% | +1.5% | -15.6% | -14.6% |
| 6M | +19.8% | -3.5% | +23.3% | +20.6% |
| YTD | +32.7% | +7.0% | +25.8% | +29.5% |
| 1Y | +62.3% | +15.3% | +47.0% | +53.3% |
| 3Y | +36.8% | +30.2% | +6.6% | +22.0% |
| 5Y | +41.8% | -4.3% | +46.1% | +38.2% |
| All | +41.8% | -4.5% | +46.3% | +38.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling