+160.2%
KNX vs IVZ
+65.9%
+94.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.1% | -2.6% | -1.9% |
| 7D | -5.6% | -2.4% | -3.2% | -4.8% |
| 30D | -4.4% | +3.0% | -7.4% | -5.4% |
| 3M | -17.3% | +14.9% | -32.2% | -21.8% |
| 6M | +22.6% | +36.7% | -14.1% | +8.3% |
| YTD | +31.1% | +25.7% | +5.5% | +19.3% |
| 1Y | +60.2% | +47.7% | +12.5% | +37.0% |
| 3Y | +35.8% | +138.8% | -103.1% | -4.8% |
| 5Y | +38.9% | +62.1% | -23.2% | +7.8% |
| All | +160.2% | +65.9% | +94.3% | +98.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 10y: compounded portfolio wealth divided by compounded IVZ 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…
10y analysis · Full analysis span regression · 6 months rolling