+188.3%
ITW vs KNX
+166.7%
+21.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.5% | +2.7% | +1.6% |
| 7D | -0.7% | -5.6% | +4.9% | +1.2% |
| 30D | -8.3% | -4.4% | -3.9% | -7.1% |
| 3M | +6.0% | -17.3% | +23.4% | +12.4% |
| 6M | 0.0% | +22.6% | -22.6% | -8.1% |
| YTD | +10.2% | +31.1% | -20.9% | -1.4% |
| 1Y | +3.2% | +60.2% | -57.0% | -14.9% |
| 3Y | +21.0% | +35.8% | -14.8% | +2.8% |
| 5Y | +37.9% | +38.9% | -1.0% | +14.1% |
| All | +188.3% | +166.7% | +21.5% | +86.9% |
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