+160.2%
KNX vs ESI
+312.8%
-152.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.5% | -2.0% | -1.7% |
| 7D | -5.6% | -4.6% | -0.9% | -4.0% |
| 30D | -4.4% | -10.5% | +6.1% | -0.7% |
| 3M | -17.3% | -19.8% | +2.5% | -11.4% |
| 6M | +22.6% | +5.8% | +16.8% | +17.2% |
| YTD | +31.1% | +38.3% | -7.2% | +13.0% |
| 1Y | +60.2% | +31.5% | +28.7% | +40.2% |
| 3Y | +35.8% | +80.7% | -44.9% | +4.3% |
| 5Y | +38.9% | +69.4% | -30.5% | +7.3% |
| All | +160.2% | +312.8% | -152.5% | +45.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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