+2,472.6%
KNX vs IBN
+1,463.9%
+1,008.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.7% | -1.1% | -2.5% |
| 7D | +2.3% | -5.1% | +7.4% | +3.3% |
| 30D | +0.5% | -3.5% | +4.0% | +1.1% |
| 3M | -14.1% | +11.3% | -25.4% | -15.9% |
| 6M | +19.8% | +4.4% | +15.3% | +18.7% |
| YTD | +32.7% | -1.8% | +34.5% | +33.1% |
| 1Y | +62.3% | -8.0% | +70.3% | +64.6% |
| 3Y | +36.8% | +27.1% | +9.8% | +30.2% |
| 5Y | +41.8% | +54.5% | -12.7% | +29.5% |
| 10Y | +169.7% | +314.2% | -144.6% | +98.4% |
| All | +2,472.6% | +1,463.9% | +1,008.6% | +1,284.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling