+367.6%
KNX vs ESI
+226.4%
+141.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.6% | -2.2% | -1.8% |
| 7D | +6.4% | +5.4% | +1.0% | +4.8% |
| 30D | +1.4% | -4.2% | +5.6% | +2.7% |
| 3M | -12.0% | -9.6% | -2.4% | -10.1% |
| 6M | +25.2% | +18.3% | +6.8% | +17.1% |
| YTD | +36.6% | +45.8% | -9.2% | +19.8% |
| 1Y | +67.6% | +39.2% | +28.4% | +48.7% |
| 3Y | +40.8% | +86.3% | -45.4% | +13.8% |
| 5Y | +43.3% | +76.2% | -32.9% | +16.3% |
| 10Y | +170.1% | +306.8% | -136.7% | +71.9% |
| All | +367.6% | +226.4% | +141.2% | +220.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling