+65.4%
KNX vs STLA
-38.0%
+103.4%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.3% | +2.2% | +3.2% |
| 7D | +7.1% | +2.6% | +4.5% | +6.5% |
| 30D | +1.7% | -1.2% | +2.9% | +1.9% |
| 3M | -8.1% | -24.8% | +16.6% | -2.1% |
| 6M | +14.0% | -25.6% | +39.6% | +21.2% |
| YTD | +38.5% | -48.9% | +87.5% | +57.7% |
| 1Y | +65.4% | -38.8% | +104.2% | +74.3% |
| All | +65.4% | -38.0% | +103.4% | +74.3% |
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