+4,787.4%
KNX vs IRM
+9,897.4%
-5,110.0%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -1.5% |
| 7D | +6.4% | +1.6% | +4.8% | +5.9% |
| 30D | +1.4% | -4.2% | +5.6% | +2.6% |
| 3M | -12.0% | -5.4% | -6.7% | -10.8% |
| 6M | +25.2% | +12.0% | +13.1% | +20.5% |
| YTD | +36.6% | +42.0% | -5.5% | +22.5% |
| 1Y | +67.6% | +29.9% | +37.7% | +53.8% |
| 3Y | +40.8% | +104.4% | -63.5% | +11.9% |
| 5Y | +43.3% | +191.0% | -147.7% | +2.0% |
| 10Y | +170.1% | +417.1% | -247.0% | +57.4% |
| All | +4,787.4% | +9,897.4% | -5,110.0% | +1,744.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling