+179.3%
IJH vs KNX
+166.7%
+12.5%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.3% | +1.3% |
| 7D | -1.9% | -5.6% | +3.7% | 0.0% |
| 30D | -4.6% | -4.4% | -0.2% | -3.4% |
| 3M | -1.2% | -17.3% | +16.2% | +4.7% |
| 6M | +9.4% | +22.6% | -13.2% | +0.8% |
| YTD | +13.3% | +31.1% | -17.8% | +1.6% |
| 1Y | +13.4% | +60.2% | -46.8% | -6.0% |
| 3Y | +50.4% | +35.8% | +14.7% | +29.0% |
| 5Y | +49.0% | +38.9% | +10.0% | +24.8% |
| All | +179.3% | +166.7% | +12.5% | +87.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling