+129.4%
KNX vs ESTC
+19.1%
+110.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.5% |
| 7D | -5.6% | -9.2% | +3.6% | -4.4% |
| 30D | -4.4% | +8.1% | -12.5% | -5.9% |
| 3M | -17.3% | +38.5% | -55.8% | -21.6% |
| 6M | +22.6% | +57.8% | -35.2% | +13.6% |
| YTD | +31.1% | +10.5% | +20.6% | +27.1% |
| 1Y | +60.2% | -6.4% | +66.6% | +58.1% |
| 3Y | +35.8% | +4.7% | +31.1% | +26.9% |
| 5Y | +38.9% | -47.8% | +86.7% | +34.6% |
| All | +129.4% | +19.1% | +110.3% | +78.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 ESTC 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