+2,828.4%
KNX vs EXEL
+268.9%
+2,559.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.1% | -4.0% | -3.0% |
| 7D | +2.3% | -0.3% | +2.7% | +2.4% |
| 30D | +0.5% | +10.1% | -9.7% | -0.9% |
| 3M | -14.1% | +10.1% | -24.2% | -15.4% |
| 6M | +19.8% | +37.7% | -17.9% | +14.3% |
| YTD | +32.7% | +33.1% | -0.4% | +27.1% |
| 1Y | +62.3% | +52.4% | +9.9% | +52.0% |
| 3Y | +36.8% | +163.8% | -127.0% | +17.3% |
| 5Y | +41.8% | +198.5% | -156.8% | +18.0% |
| 10Y | +169.7% | +386.9% | -217.2% | +96.0% |
| All | +2,828.4% | +268.9% | +2,559.6% | +1,433.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling