+4,263.4%
KNX vs ES
+838.2%
+3,425.2%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.9% | +0.1% |
| 7D | 0.0% | +0.1% | -0.1% | 0.0% |
| 30D | -3.3% | +6.7% | -10.0% | -5.1% |
| 3M | -8.7% | +0.3% | -9.0% | -8.9% |
| 6M | +1.3% | +7.4% | -6.1% | -1.1% |
| YTD | +20.4% | +8.4% | +12.0% | +16.8% |
| 1Y | +42.4% | +0.6% | +41.8% | +40.7% |
| 3Y | +30.1% | +50.6% | -20.6% | +12.7% |
| 5Y | +11.7% | +4.8% | +6.8% | +6.8% |
| 10Y | +102.3% | +93.1% | +9.2% | +60.5% |
| All | +4,263.4% | +838.2% | +3,425.2% | +1,984.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling