+143.0%
KNX vs ESTC
+31.2%
+111.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -4.5% | +8.3% | +4.4% |
| 7D | +7.4% | -8.1% | +15.5% | +8.5% |
| 30D | +2.0% | +31.7% | -29.7% | -2.4% |
| 3M | -7.9% | +41.1% | -48.9% | -12.8% |
| 6M | +14.4% | +77.1% | -62.7% | +4.2% |
| YTD | +38.9% | +21.7% | +17.2% | +32.9% |
| 1Y | +65.9% | +8.4% | +57.5% | +60.3% |
| 3Y | +35.8% | +23.6% | +12.2% | +24.0% |
| 5Y | +43.3% | -46.5% | +89.8% | +38.5% |
| All | +143.0% | +31.2% | +111.8% | +87.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling