+647.6%
KNX vs IAG
+378.9%
+268.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.1% | -5.0% | -2.9% |
| 7D | +2.3% | +1.7% | +0.6% | +2.2% |
| 30D | +0.5% | +11.4% | -11.0% | -0.1% |
| 3M | -14.1% | +33.0% | -47.2% | -15.4% |
| 6M | +19.8% | -6.0% | +25.8% | +19.6% |
| YTD | +32.7% | +24.6% | +8.2% | +30.6% |
| 1Y | +62.3% | +105.0% | -42.7% | +56.1% |
| 3Y | +36.8% | +837.9% | -801.1% | +21.2% |
| 5Y | +41.8% | +817.0% | -775.2% | +23.3% |
| 10Y | +169.7% | +425.3% | -255.6% | +130.6% |
| All | +647.6% | +378.9% | +268.7% | +456.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling