+35.8%
KNX vs IBN
+27.4%
+8.3%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.9% | -3.4% | -2.2% |
| 7D | -5.6% | -3.0% | -2.6% | -4.5% |
| 30D | -4.4% | -1.5% | -2.9% | -3.9% |
| 3M | -17.3% | +7.9% | -25.2% | -20.0% |
| 6M | +22.6% | +8.6% | +14.0% | +18.0% |
| YTD | +31.1% | -0.6% | +31.7% | +30.1% |
| 1Y | +60.2% | -7.3% | +67.5% | +62.0% |
| 3Y | +35.8% | +26.2% | +9.5% | +20.3% |
| All | +35.8% | +27.4% | +8.3% | +20.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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