+66.9%
IYR vs KNX
+166.7%
-99.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.3% | +1.1% |
| 7D | -1.4% | -5.6% | +4.2% | -0.2% |
| 30D | -2.7% | -4.4% | +1.7% | -1.8% |
| 3M | -2.1% | -17.3% | +15.2% | +1.6% |
| 6M | +3.6% | +22.6% | -19.0% | -1.9% |
| YTD | +8.1% | +31.1% | -23.0% | +0.4% |
| 1Y | +4.7% | +60.2% | -55.5% | -7.7% |
| 3Y | +29.1% | +35.8% | -6.6% | +16.0% |
| 5Y | +6.9% | +38.9% | -32.0% | -5.6% |
| All | +66.9% | +166.7% | -99.8% | +32.0% |
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 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