+82.6%
IVV vs KNX
+41.5%
+41.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.7% |
| 7D | -2.0% | -0.5% | -1.5% | -1.9% |
| 30D | -1.6% | +1.0% | -2.7% | -2.0% |
| 3M | +4.8% | -12.6% | +17.4% | +7.9% |
| 6M | +12.6% | +21.1% | -8.5% | +5.9% |
| YTD | +11.8% | +33.2% | -21.4% | +2.0% |
| 1Y | +17.6% | +67.8% | -50.2% | -0.3% |
| 3Y | +77.0% | +37.3% | +39.7% | +54.9% |
| 5Y | +82.6% | +41.1% | +41.5% | +54.5% |
| All | +82.6% | +41.5% | +41.1% | +54.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling