+40.8%
KNX vs EXPD
+66.3%
-25.5%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.2% | -0.8% |
| 7D | +6.4% | -0.9% | +7.3% | +7.0% |
| 30D | +1.4% | +4.1% | -2.7% | -0.8% |
| 3M | -12.0% | +13.8% | -25.8% | -18.0% |
| 6M | +25.2% | +27.3% | -2.1% | +9.2% |
| YTD | +36.6% | +25.4% | +11.2% | +18.3% |
| 1Y | +67.6% | +54.4% | +13.2% | +25.2% |
| 3Y | +40.8% | +67.9% | -27.1% | -2.9% |
| All | +40.8% | +66.3% | -25.5% | -2.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling