+38.7%
KNX vs EXEL
+180.6%
-141.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.3% | +0.7% | -1.3% |
| 7D | -5.6% | -4.9% | -0.7% | -5.0% |
| 30D | -4.4% | +11.4% | -15.8% | -5.7% |
| 3M | -17.3% | +4.9% | -22.2% | -17.9% |
| 6M | +22.6% | +34.4% | -11.8% | +17.7% |
| YTD | +31.1% | +28.0% | +3.1% | +26.4% |
| 1Y | +60.2% | +43.6% | +16.6% | +51.7% |
| 3Y | +35.8% | +155.2% | -119.5% | +18.0% |
| All | +38.7% | +180.6% | -141.9% | +14.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling