+7.3%
KNX vs ES
+7.8%
-0.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.8% | +2.5% | +3.3% |
| 7D | +9.2% | +2.7% | +6.5% | +9.2% |
| 30D | +0.9% | +7.6% | -6.7% | +0.9% |
| 3M | -12.7% | +0.5% | -13.2% | -13.1% |
| 6M | +7.3% | +7.6% | -0.3% | +11.0% |
| All | +7.3% | +7.8% | -0.5% | +11.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling