+24.2%
IJR vs KNX
+45.0%
-20.8%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.5% |
| 7D | +2.3% | +2.5% | -0.2% | +1.7% |
| 30D | +2.8% | -4.4% | +7.2% | +3.8% |
| 3M | -4.6% | -12.7% | +8.0% | -2.0% |
| 6M | +5.7% | +0.9% | +4.8% | +4.5% |
| YTD | +19.9% | +20.3% | -0.4% | +11.5% |
| 1Y | +24.2% | +40.9% | -16.8% | +9.5% |
| All | +24.2% | +45.0% | -20.8% | +9.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling