+169.7%
KNX vs EXPD
+316.4%
-146.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.3% | -4.1% | -3.7% |
| 7D | +2.3% | +1.2% | +1.2% | +1.6% |
| 30D | +0.5% | +5.2% | -4.7% | -2.8% |
| 3M | -14.1% | +13.2% | -27.3% | -20.8% |
| 6M | +19.8% | +30.3% | -10.6% | -0.1% |
| YTD | +32.7% | +27.0% | +5.7% | +10.9% |
| 1Y | +62.3% | +57.3% | +5.0% | +16.0% |
| 3Y | +36.8% | +70.0% | -33.2% | -8.4% |
| 5Y | +41.8% | +61.6% | -19.8% | -3.7% |
| 10Y | +169.7% | +321.1% | -151.4% | -2.8% |
| All | +169.7% | +316.4% | -146.7% | -2.8% |
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