+38.7%
KNX vs IRM
+197.3%
-158.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.0% | -3.6% | -2.3% |
| 7D | -5.6% | -1.4% | -4.1% | -5.1% |
| 30D | -4.4% | -7.4% | +3.0% | -1.8% |
| 3M | -17.3% | -7.4% | -10.0% | -15.3% |
| 6M | +22.6% | +8.7% | +14.0% | +17.9% |
| YTD | +31.1% | +40.9% | -9.8% | +13.8% |
| 1Y | +60.2% | +20.5% | +39.7% | +47.2% |
| 3Y | +35.8% | +101.7% | -66.0% | -3.7% |
| All | +38.7% | +197.3% | -158.6% | -19.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling