+160.2%
KNX vs IAG
+427.6%
-267.4%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.8% | -2.4% | -1.6% |
| 7D | -5.6% | -1.1% | -4.5% | -5.6% |
| 30D | -4.4% | +12.1% | -16.5% | -4.6% |
| 3M | -17.3% | +25.5% | -42.9% | -17.8% |
| 6M | +22.6% | -7.1% | +29.7% | +22.5% |
| YTD | +31.1% | +22.9% | +8.3% | +30.3% |
| 1Y | +60.2% | +83.3% | -23.1% | +58.2% |
| 3Y | +35.8% | +808.5% | -772.8% | +29.8% |
| 5Y | +38.9% | +838.0% | -799.1% | +31.1% |
| All | +160.2% | +427.6% | -267.4% | +148.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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