+791.8%
IWM vs KNX
+2,811.2%
-2,019.4%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.8% | +1.5% | -0.4% |
| 7D | -1.1% | +2.3% | -3.5% | -2.0% |
| 30D | -3.1% | +0.5% | -3.6% | -3.5% |
| 3M | +2.2% | -14.1% | +16.4% | +7.2% |
| 6M | +15.1% | +19.8% | -4.7% | +6.5% |
| YTD | +18.6% | +32.7% | -14.2% | +5.3% |
| 1Y | +24.0% | +62.3% | -38.3% | +1.5% |
| 3Y | +63.7% | +36.8% | +26.9% | +39.6% |
| 5Y | +38.2% | +41.8% | -3.6% | +14.5% |
| 10Y | +171.7% | +169.7% | +2.0% | +66.9% |
| All | +791.8% | +2,811.2% | -2,019.4% | +195.2% |
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