+160.2%
KNX vs IRM
+440.8%
-280.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.0% | -3.6% | -2.2% |
| 7D | -5.6% | -1.4% | -4.1% | -5.1% |
| 30D | -4.4% | -7.4% | +3.0% | -1.9% |
| 3M | -17.3% | -7.4% | -10.0% | -15.4% |
| 6M | +22.6% | +8.7% | +14.0% | +18.3% |
| YTD | +31.1% | +40.9% | -9.8% | +15.2% |
| 1Y | +60.2% | +20.5% | +39.7% | +48.2% |
| 3Y | +35.8% | +101.7% | -66.0% | +2.2% |
| 5Y | +38.9% | +197.7% | -158.7% | -9.6% |
| All | +160.2% | +440.8% | -280.6% | +32.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 10y: compounded portfolio wealth divided by compounded IRM 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…
10y analysis · Full analysis span regression · 6 months rolling