+37.9%
KNX vs IRM
+98.2%
-60.3%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.0% | +2.4% | +1.0% |
| 7D | -0.5% | -1.8% | +1.3% | +0.1% |
| 30D | +1.0% | -7.8% | +8.8% | +3.7% |
| 3M | -12.6% | -7.9% | -4.8% | -10.5% |
| 6M | +21.1% | +6.3% | +14.7% | +17.7% |
| YTD | +33.2% | +38.2% | -5.0% | +17.7% |
| 1Y | +67.8% | +19.8% | +48.0% | +55.7% |
| All | +37.9% | +98.2% | -60.3% | -8.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling