+4,934.8%
KNX vs EXPD
+19,755.4%
-14,820.6%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.9% | +2.9% | +3.4% |
| 7D | +7.4% | -1.1% | +8.5% | +7.9% |
| 30D | +2.0% | +4.1% | -2.1% | +0.5% |
| 3M | -7.9% | +17.9% | -25.8% | -13.4% |
| 6M | +14.4% | +29.2% | -14.9% | +3.3% |
| YTD | +38.9% | +27.4% | +11.5% | +25.4% |
| 1Y | +65.9% | +56.8% | +9.1% | +37.8% |
| 3Y | +35.8% | +68.0% | -32.2% | +10.1% |
| 5Y | +43.3% | +61.9% | -18.5% | +17.4% |
| 10Y | +179.6% | +316.0% | -136.4% | +65.4% |
| All | +4,934.8% | +19,755.4% | -14,820.6% | +1,735.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling