+4,653.7%
KNX vs IFF
+346.4%
+4,307.3%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -1.4% |
| 7D | -5.6% | -3.2% | -2.4% | -4.5% |
| 30D | -4.4% | -0.3% | -4.1% | -4.4% |
| 3M | -17.3% | +8.4% | -25.8% | -20.1% |
| 6M | +22.6% | +23.0% | -0.4% | +12.3% |
| YTD | +31.1% | +25.5% | +5.7% | +18.9% |
| 1Y | +60.2% | +29.1% | +31.1% | +43.3% |
| 3Y | +35.8% | +31.7% | +4.1% | +18.7% |
| 5Y | +38.9% | -35.2% | +74.1% | +51.3% |
| 10Y | +166.5% | -20.7% | +187.2% | +153.8% |
| All | +4,653.7% | +346.4% | +4,307.3% | +2,427.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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