+55.4%
IOT vs KNX
+18.3%
+37.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.4% | +0.5% |
| 7D | -4.5% | -5.6% | +1.1% | -2.0% |
| 30D | -2.4% | -4.4% | +2.0% | -0.5% |
| 3M | +19.0% | -17.3% | +36.3% | +29.0% |
| 6M | +19.6% | +22.6% | -3.0% | +6.0% |
| YTD | +8.3% | +31.1% | -22.9% | -9.6% |
| 1Y | -0.8% | +60.2% | -61.0% | -27.1% |
| 3Y | +24.4% | +35.8% | -11.3% | -3.0% |
| All | +55.4% | +18.3% | +37.1% | +32.5% |
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 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