+115.3%
KNX vs ESTC
+25.9%
+89.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.0% | +4.3% | +3.5% |
| 7D | +9.2% | +2.4% | +6.8% | +8.9% |
| 30D | +0.9% | -4.2% | +5.2% | +1.3% |
| 3M | -12.7% | +2.5% | -15.2% | -13.6% |
| 6M | +7.3% | +81.5% | -74.2% | -2.4% |
| YTD | +23.1% | +16.8% | +6.3% | +18.1% |
| 1Y | +47.1% | -3.5% | +50.5% | +44.6% |
| 3Y | +33.3% | +17.7% | +15.5% | +22.6% |
| 5Y | +12.1% | -51.7% | +63.9% | +9.8% |
| All | +115.3% | +25.9% | +89.4% | +66.3% |
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