+309.9%
KNX vs STLA
+150.0%
+160.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.0% | +4.4% | +3.5% |
| 7D | +9.2% | -13.8% | +23.0% | +12.4% |
| 30D | +0.9% | -10.5% | +11.5% | +2.8% |
| 3M | -12.7% | -28.9% | +16.2% | -7.2% |
| 6M | +7.3% | -49.7% | +57.1% | +22.2% |
| YTD | +23.1% | -64.9% | +88.0% | +48.9% |
| 1Y | +47.1% | -64.0% | +111.1% | +76.8% |
| 3Y | +33.3% | -77.4% | +110.7% | +70.9% |
| 5Y | +12.1% | -74.4% | +86.5% | +38.0% |
| 10Y | +106.9% | -6.4% | +113.2% | +104.2% |
| All | +309.9% | +150.0% | +160.0% | +304.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling