+13.6%
KNX vs STLA
-74.6%
+88.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.0% | +4.4% | +3.6% |
| 7D | +9.2% | -13.8% | +23.0% | +13.8% |
| 30D | +0.9% | -10.5% | +11.5% | +3.5% |
| 3M | -12.7% | -28.9% | +16.2% | -4.7% |
| 6M | +7.3% | -49.7% | +57.1% | +29.9% |
| YTD | +23.1% | -64.9% | +88.0% | +63.3% |
| 1Y | +47.1% | -64.0% | +111.1% | +93.1% |
| 3Y | +33.3% | -77.4% | +110.7% | +92.0% |
| All | +13.6% | -74.6% | +88.2% | +43.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling