+18.3%
IP vs KNX
+164.8%
-146.5%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -2.8% | -2.2% | -4.0% |
| 7D | -4.6% | +2.3% | -6.9% | -5.3% |
| 30D | -15.3% | +0.5% | -15.7% | -15.5% |
| 3M | +2.7% | -14.1% | +16.8% | +8.1% |
| 6M | -7.4% | +19.8% | -27.1% | -14.2% |
| YTD | -8.8% | +32.7% | -41.6% | -19.0% |
| 1Y | -22.4% | +62.3% | -84.8% | -36.5% |
| 3Y | +14.2% | +36.8% | -22.6% | -3.6% |
| 5Y | -21.8% | +41.8% | -63.6% | -36.2% |
| 10Y | +18.3% | +169.7% | -151.4% | -23.9% |
| All | +18.3% | +164.8% | -146.5% | -23.9% |
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