+17.6%
IP vs KNX
+105.1%
-87.5%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.3% | -1.9% | +0.2% |
| 7D | -0.3% | +9.2% | -9.5% | -3.5% |
| 30D | +7.9% | +0.9% | +7.0% | +7.4% |
| 3M | -15.3% | -12.7% | -2.6% | -11.3% |
| 6M | +10.5% | +7.3% | +3.2% | +6.3% |
| YTD | -9.4% | +23.1% | -32.5% | -17.6% |
| 1Y | -4.6% | +47.1% | -51.7% | -18.8% |
| 3Y | +21.2% | +33.3% | -12.0% | +3.5% |
| 5Y | -13.3% | +12.1% | -25.4% | -22.9% |
| All | +17.6% | +105.1% | -87.5% | -19.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling