+366.1%
KNX vs IOVA
-91.7%
+457.8%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.6% | -1.6% |
| 7D | +6.4% | +5.1% | +1.3% | +6.3% |
| 30D | +1.4% | +37.2% | -35.8% | +0.7% |
| 3M | -12.0% | +117.5% | -129.5% | -13.7% |
| 6M | +25.2% | +69.6% | -44.4% | +23.2% |
| YTD | +36.6% | +218.7% | -182.1% | +32.4% |
| 1Y | +67.6% | +265.5% | -198.0% | +61.7% |
| 3Y | +40.8% | +46.2% | -5.4% | +36.1% |
| 5Y | +43.3% | -63.2% | +106.6% | +39.9% |
| 10Y | +170.1% | +6.1% | +164.0% | +157.1% |
| All | +366.1% | -91.7% | +457.8% | +316.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IOVA.
Daily Out/Under-Performance
Portfolio return minus IOVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOVA 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 IOVA 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