+40.9%
KNX vs IBN
+55.4%
-14.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.6% |
| 7D | -0.5% | -5.5% | +5.0% | +1.6% |
| 30D | +1.0% | -3.4% | +4.4% | +2.3% |
| 3M | -12.6% | +8.7% | -21.3% | -15.6% |
| 6M | +21.1% | +3.7% | +17.4% | +18.9% |
| YTD | +33.2% | -2.4% | +35.6% | +33.7% |
| 1Y | +67.8% | -8.1% | +75.9% | +71.4% |
| 3Y | +37.3% | +26.3% | +11.0% | +23.3% |
| All | +40.9% | +55.4% | -14.5% | +13.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling