+166.4%
IWM vs KNX
+166.7%
-0.4%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.9% | +0.9% |
| 7D | -2.4% | -5.6% | +3.2% | -0.5% |
| 30D | -4.6% | -4.4% | -0.2% | -3.2% |
| 3M | -0.3% | -17.3% | +17.0% | +5.8% |
| 6M | +14.7% | +22.6% | -7.9% | +5.4% |
| YTD | +17.8% | +31.1% | -13.3% | +5.2% |
| 1Y | +21.2% | +60.2% | -39.0% | -0.1% |
| 3Y | +62.3% | +35.8% | +26.6% | +39.1% |
| 5Y | +38.7% | +38.9% | -0.2% | +16.2% |
| All | +166.4% | +166.7% | -0.4% | +73.5% |
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 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