+1,054.0%
IJH vs KNX
+2,776.5%
-1,722.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.3% | +1.3% |
| 7D | -1.9% | -5.6% | +3.7% | -0.1% |
| 30D | -4.6% | -4.4% | -0.2% | -3.4% |
| 3M | -1.2% | -17.3% | +16.2% | +4.5% |
| 6M | +9.4% | +22.6% | -13.2% | +1.3% |
| YTD | +13.3% | +31.1% | -17.8% | +2.3% |
| 1Y | +13.4% | +60.2% | -46.8% | -4.8% |
| 3Y | +50.4% | +35.8% | +14.7% | +30.5% |
| 5Y | +49.0% | +38.9% | +10.0% | +26.5% |
| 10Y | +182.6% | +166.5% | +16.1% | +84.6% |
| All | +1,054.0% | +2,776.5% | -1,722.5% | +322.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling