+1,131.0%
IJR vs KNX
+2,776.5%
-1,645.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.1% | +1.1% |
| 7D | -2.2% | -5.6% | +3.4% | -0.2% |
| 30D | -4.6% | -4.4% | -0.2% | -3.3% |
| 3M | +0.2% | -17.3% | +17.6% | +6.5% |
| 6M | +14.7% | +22.6% | -7.9% | +5.4% |
| YTD | +18.9% | +31.1% | -12.3% | +6.2% |
| 1Y | +19.9% | +60.2% | -40.3% | -1.0% |
| 3Y | +53.0% | +35.8% | +17.3% | +31.2% |
| 5Y | +40.9% | +38.9% | +1.9% | +17.9% |
| 10Y | +171.1% | +166.5% | +4.6% | +69.3% |
| All | +1,131.0% | +2,776.5% | -1,645.4% | +315.3% |
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