+37.9%
KNX vs EXEL
+160.7%
-122.8%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.9% | +0.5% |
| 7D | -0.5% | -2.9% | +2.4% | -0.1% |
| 30D | +1.0% | +11.9% | -10.9% | -0.5% |
| 3M | -12.6% | +9.2% | -21.9% | -13.7% |
| 6M | +21.1% | +39.1% | -18.0% | +15.5% |
| YTD | +33.2% | +31.0% | +2.2% | +27.8% |
| 1Y | +67.8% | +52.3% | +15.4% | +57.2% |
| All | +37.9% | +160.7% | -122.8% | +16.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling