+354.8%
KNX vs STLA
+252.7%
+102.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.1% | +1.4% | -1.0% |
| 7D | +6.4% | +0.7% | +5.6% | +6.2% |
| 30D | +1.4% | -2.4% | +3.7% | +1.7% |
| 3M | -12.0% | -23.9% | +11.8% | -7.3% |
| 6M | +25.2% | -24.6% | +49.8% | +31.8% |
| YTD | +36.6% | -50.5% | +87.1% | +55.1% |
| 1Y | +67.6% | -39.8% | +107.4% | +82.0% |
| 3Y | +40.8% | -65.6% | +106.4% | +67.0% |
| 5Y | +43.3% | -62.1% | +105.4% | +64.1% |
| 10Y | +170.1% | +47.8% | +122.3% | +146.8% |
| All | +354.8% | +252.7% | +102.2% | +321.0% |
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