+23.7%
IP vs KNX
+107.5%
-83.9%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.2% | -1.5% |
| 7D | 0.0% | -1.1% | +1.1% | +0.4% |
| 30D | +9.4% | -3.7% | +13.0% | +10.7% |
| 3M | -14.1% | -9.3% | -4.8% | -11.3% |
| 6M | +9.2% | -2.5% | +11.7% | +8.8% |
| YTD | -7.5% | +19.8% | -27.4% | -15.1% |
| 1Y | -2.8% | +37.3% | -40.0% | -15.1% |
| 3Y | +21.2% | +29.5% | -8.2% | +4.6% |
| 5Y | -11.5% | +11.5% | -23.0% | -21.1% |
| 10Y | +23.7% | +106.0% | -82.3% | -15.8% |
| All | +23.7% | +107.5% | -83.9% | -15.8% |
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