-12.0%
KNX vs INIO
-33.6%
+21.5%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +5.1% | -6.7% | -2.2% |
| 7D | +6.4% | +12.1% | -5.7% | +5.2% |
| 30D | +1.4% | -20.2% | +21.6% | +2.9% |
| 3M | -12.0% | -35.3% | +23.3% | -8.5% |
| All | -12.0% | -33.6% | +21.5% | -8.5% |
Cumulative growth
Daily Returns
Daily percentage return beside INIO.
Daily Out/Under-Performance
Portfolio return minus INIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INIO 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 INIO 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 · Available span rolling