+205.8%
IP vs KNX
+5,284.4%
-5,078.7%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.8% | -1.6% | +1.1% |
| 7D | -5.3% | +7.4% | -12.6% | -7.2% |
| 30D | -10.9% | +2.0% | -12.8% | -11.4% |
| 3M | +11.2% | -7.9% | +19.0% | +13.4% |
| 6M | -10.2% | +14.4% | -24.6% | -14.3% |
| YTD | -2.0% | +38.9% | -40.9% | -11.6% |
| 1Y | -19.1% | +65.9% | -85.0% | -31.0% |
| 3Y | +20.9% | +35.8% | -15.0% | +6.9% |
| 5Y | -17.8% | +43.3% | -61.2% | -29.3% |
| 10Y | +23.5% | +179.6% | -156.1% | -14.7% |
| All | +205.8% | +5,284.4% | -5,078.7% | +44.1% |
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