+40.9%
KNX vs STLA
-53.0%
+93.9%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.8% | -4.5% | -1.3% |
| 7D | +2.5% | -0.6% | +3.1% | +2.5% |
| 30D | -4.4% | +3.6% | -8.0% | -5.1% |
| 3M | -12.7% | -20.6% | +8.0% | -8.5% |
| 6M | +0.9% | -34.3% | +35.2% | +10.5% |
| YTD | +20.3% | -57.3% | +77.6% | +40.3% |
| 1Y | +40.9% | -52.6% | +93.6% | +56.8% |
| All | +40.9% | -53.0% | +93.9% | +56.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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