+102.3%
KNX vs EXPD
+337.7%
-235.4%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.9% | -2.4% | -1.4% |
| 7D | 0.0% | -1.6% | +1.6% | +1.1% |
| 30D | -3.3% | +0.6% | -3.9% | -3.7% |
| 3M | -8.7% | +9.8% | -18.5% | -14.2% |
| 6M | +1.3% | +25.8% | -24.4% | -13.0% |
| YTD | +20.4% | +31.3% | -10.9% | -1.8% |
| 1Y | +42.4% | +40.9% | +1.5% | +10.5% |
| 3Y | +30.1% | +74.7% | -44.7% | -14.9% |
| 5Y | +11.7% | +62.9% | -51.2% | -24.4% |
| 10Y | +102.3% | +334.3% | -232.0% | -37.1% |
| All | +102.3% | +337.7% | -235.4% | -37.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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