+61.7%
IWM vs KNX
+36.7%
+25.0%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.4% | -1.1% |
| 7D | -2.5% | -0.5% | -2.0% | -2.4% |
| 30D | -4.4% | +1.0% | -5.4% | -4.9% |
| 3M | +2.2% | -12.6% | +14.9% | +6.3% |
| 6M | +14.0% | +21.1% | -7.1% | +5.3% |
| YTD | +17.4% | +33.2% | -15.8% | +4.2% |
| 1Y | +22.9% | +67.8% | -44.8% | -0.9% |
| All | +61.7% | +36.7% | +25.0% | +41.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling