+183.5%
IP vs KNX
+4,268.7%
-4,085.2%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.8% | +2.6% | +1.4% |
| 7D | -5.1% | -3.9% | -1.2% | -4.0% |
| 30D | +8.5% | -8.2% | +16.7% | +11.1% |
| 3M | -13.8% | -15.4% | +1.6% | -9.9% |
| 6M | +5.7% | -8.6% | +14.4% | +7.5% |
| YTD | -9.1% | +12.7% | -21.8% | -13.2% |
| 1Y | -0.8% | +33.4% | -34.2% | -9.7% |
| 3Y | +14.8% | +19.6% | -4.8% | +5.6% |
| 5Y | -11.5% | +7.3% | -18.8% | -17.4% |
| 10Y | +27.9% | +118.1% | -90.2% | -5.4% |
| All | +183.5% | +4,268.7% | -4,085.2% | +41.5% |
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