+6.0%
IOT vs KNX
+34.4%
-28.4%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.6% | +0.6% | -3.5% |
| 7D | -1.3% | -2.7% | +1.4% | -1.0% |
| 30D | -1.6% | -8.0% | +6.4% | -0.6% |
| 3M | +6.1% | -15.8% | +21.9% | +7.8% |
| 6M | +34.9% | -3.0% | +37.9% | +38.1% |
| YTD | +15.9% | +14.7% | +1.2% | +10.3% |
| 1Y | +6.0% | +35.0% | -29.0% | -8.3% |
| All | +6.0% | +34.4% | -28.4% | -8.3% |
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 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