+121.0%
KNX vs KEEL
+294.5%
-173.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.8% | -5.3% | -1.7% |
| 7D | -5.6% | +2.9% | -8.5% | -5.7% |
| 30D | -4.4% | +0.8% | -5.3% | -4.6% |
| 3M | -17.3% | -35.3% | +18.0% | -16.4% |
| 6M | +22.6% | +59.4% | -36.7% | +19.2% |
| YTD | +31.1% | +51.9% | -20.8% | +27.3% |
| 1Y | +60.2% | +75.0% | -14.8% | +53.0% |
| 3Y | +35.8% | +224.5% | -188.8% | +23.0% |
| 5Y | +38.9% | -35.9% | +74.8% | +27.1% |
| All | +121.0% | +294.5% | -173.5% | +85.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KEEL.
Daily Out/Under-Performance
Portfolio return minus KEEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEEL 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 KEEL 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