+160.2%
KNX vs STLA
+55.1%
+105.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.3% | -3.8% | -2.2% |
| 7D | -5.6% | -2.9% | -2.7% | -4.8% |
| 30D | -4.4% | +0.9% | -5.3% | -4.8% |
| 3M | -17.3% | -21.6% | +4.3% | -11.9% |
| 6M | +22.6% | -21.6% | +44.3% | +30.0% |
| YTD | +31.1% | -50.4% | +81.6% | +55.8% |
| 1Y | +60.2% | -43.6% | +103.8% | +82.1% |
| 3Y | +35.8% | -66.4% | +102.2% | +71.9% |
| 5Y | +38.9% | -62.3% | +101.2% | +65.5% |
| All | +160.2% | +55.1% | +105.1% | +127.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling