+139.3%
IAU vs KNX
+37.6%
+101.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.1% | +0.6% |
| 7D | -2.0% | -5.6% | +3.6% | -1.9% |
| 30D | -1.5% | -4.4% | +2.9% | -1.5% |
| 3M | +3.3% | -17.3% | +20.6% | +3.5% |
| 6M | -16.2% | +22.6% | -38.9% | -16.3% |
| YTD | +0.7% | +31.1% | -30.5% | +0.5% |
| 1Y | +19.2% | +60.2% | -41.0% | +19.1% |
| 3Y | +124.4% | +35.8% | +88.7% | +124.4% |
| All | +139.3% | +37.6% | +101.8% | +136.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KNX.
Daily Out/Under-Performance
Portfolio return minus KNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KNX 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 5y: compounded portfolio wealth divided by compounded KNX 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…
5y analysis · Full analysis span regression · 6 months rolling