+160.2%
KNX vs EXEL
+375.2%
-215.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.3% | +0.7% | -1.2% |
| 7D | -5.6% | -4.9% | -0.7% | -4.9% |
| 30D | -4.4% | +11.4% | -15.8% | -5.9% |
| 3M | -17.3% | +4.9% | -22.2% | -18.1% |
| 6M | +22.6% | +34.4% | -11.8% | +17.0% |
| YTD | +31.1% | +28.0% | +3.1% | +25.8% |
| 1Y | +60.2% | +43.6% | +16.6% | +50.4% |
| 3Y | +35.8% | +155.2% | -119.5% | +15.2% |
| 5Y | +38.9% | +181.2% | -142.3% | +14.4% |
| All | +160.2% | +375.2% | -215.0% | +90.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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