+4,078.0%
KNX vs IVZ
+1,081.7%
+2,996.3%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.8% | -2.1% | -2.6% |
| 7D | +2.3% | +1.2% | +1.2% | +2.0% |
| 30D | +0.5% | +1.8% | -1.3% | 0.0% |
| 3M | -14.1% | +15.7% | -29.9% | -18.2% |
| 6M | +19.8% | +36.3% | -16.6% | +8.2% |
| YTD | +32.7% | +24.9% | +7.8% | +23.0% |
| 1Y | +62.3% | +48.9% | +13.4% | +42.4% |
| 3Y | +36.8% | +136.8% | -100.0% | +2.7% |
| 5Y | +41.8% | +60.0% | -18.2% | +16.7% |
| 10Y | +169.7% | +63.4% | +106.3% | +103.1% |
| All | +4,078.0% | +1,081.7% | +2,996.3% | +2,085.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling