+65.4%
KNX vs IT
-24.5%
+89.9%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -4.6% | +8.1% | +3.7% |
| 7D | +7.1% | -6.0% | +13.1% | +7.4% |
| 30D | +1.7% | 0.0% | +1.7% | +1.6% |
| 3M | -8.1% | +13.1% | -21.2% | -9.0% |
| 6M | +14.0% | +11.7% | +2.3% | +13.3% |
| YTD | +38.5% | -26.1% | +64.6% | +43.3% |
| 1Y | +65.4% | -21.3% | +86.7% | +67.6% |
| All | +65.4% | -24.5% | +89.9% | +67.6% |
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