+4,711.0%
KNX vs IT
+2,405.2%
+2,305.8%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.7% | -1.1% | -2.5% |
| 7D | +2.3% | -9.1% | +11.5% | +4.2% |
| 30D | +0.5% | -12.2% | +12.6% | +2.8% |
| 3M | -14.1% | +7.8% | -21.9% | -16.6% |
| 6M | +19.8% | +2.0% | +17.8% | +16.9% |
| YTD | +32.7% | -32.7% | +65.5% | +40.0% |
| 1Y | +62.3% | -31.1% | +93.4% | +69.6% |
| 3Y | +36.8% | -52.1% | +88.9% | +52.4% |
| 5Y | +41.8% | -46.3% | +88.0% | +52.8% |
| 10Y | +169.7% | +91.4% | +78.3% | +120.4% |
| All | +4,711.0% | +2,405.2% | +2,305.8% | +2,456.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling