+41.1%
KNX vs ESI
+66.0%
-24.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.5% | +4.8% | +2.2% |
| 7D | -0.5% | -2.3% | +1.8% | +0.4% |
| 30D | +1.0% | -9.0% | +10.1% | +4.9% |
| 3M | -12.6% | -13.3% | +0.6% | -8.6% |
| 6M | +21.1% | +5.3% | +15.8% | +14.0% |
| YTD | +33.2% | +37.6% | -4.4% | +9.9% |
| 1Y | +67.8% | +33.6% | +34.2% | +39.7% |
| 3Y | +37.3% | +75.8% | -38.5% | -2.8% |
| 5Y | +41.1% | +68.6% | -27.5% | -0.5% |
| All | +41.1% | +66.0% | -24.9% | -0.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling