+35.8%
KNX vs IT
-49.4%
+85.1%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +5.3% | -6.8% | -2.4% |
| 7D | -5.6% | -3.7% | -1.9% | -5.1% |
| 30D | -4.4% | +0.1% | -4.5% | -4.7% |
| 3M | -17.3% | +20.7% | -38.0% | -20.8% |
| 6M | +22.6% | +12.0% | +10.7% | +18.5% |
| YTD | +31.1% | -28.8% | +60.0% | +41.0% |
| 1Y | +60.2% | -25.5% | +85.7% | +68.8% |
| 3Y | +35.8% | -48.8% | +84.5% | +65.2% |
| All | +35.8% | -49.4% | +85.1% | +65.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling