+40.9%
KNX vs IT
-17.9%
+58.8%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.5% | -2.2% | -0.8% |
| 7D | +2.5% | -5.5% | +7.9% | +2.6% |
| 30D | -4.4% | +10.3% | -14.8% | -5.2% |
| 3M | -12.7% | +11.5% | -24.2% | -13.5% |
| 6M | +0.9% | +40.3% | -39.4% | -1.2% |
| YTD | +20.3% | -17.9% | +38.2% | +27.2% |
| 1Y | +40.9% | -8.8% | +49.7% | +43.7% |
| All | +40.9% | -17.9% | +58.8% | +43.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 1y: compounded portfolio wealth divided by compounded IT 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…
1y analysis · Full analysis span regression · 6 months rolling