+53.1%
KNX vs IRE
-84.4%
+137.6%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +14.0% | -10.5% | +3.2% |
| 7D | +7.1% | +54.8% | -47.7% | +6.1% |
| 30D | +1.7% | +18.4% | -16.7% | +1.2% |
| 3M | -8.1% | -66.7% | +58.6% | -6.6% |
| 6M | +14.0% | -52.3% | +66.3% | +14.6% |
| YTD | +38.5% | -52.3% | +90.8% | +39.5% |
| All | +53.1% | -84.4% | +137.6% | +52.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 1y: compounded portfolio wealth divided by compounded IRE 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…
1y analysis · Full analysis span regression · 6 months rolling