+51.0%
KNX vs IRE
-82.8%
+133.8%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +10.2% | -11.9% | -1.9% |
| 7D | +6.4% | +58.9% | -52.5% | +5.4% |
| 30D | +1.4% | +17.2% | -15.8% | +0.8% |
| 3M | -12.0% | -58.6% | +46.6% | -10.9% |
| 6M | +25.2% | -23.5% | +48.6% | +25.6% |
| YTD | +36.6% | -47.4% | +84.0% | +37.2% |
| All | +51.0% | -82.8% | +133.8% | +50.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling