+169.7%
KNX vs STLD
+1,092.9%
-923.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.2% | -3.0% | -2.9% |
| 7D | +2.3% | -2.8% | +5.1% | +3.2% |
| 30D | +0.5% | -10.4% | +10.9% | +3.6% |
| 3M | -14.1% | -10.6% | -3.6% | -11.8% |
| 6M | +19.8% | +32.7% | -12.9% | +8.5% |
| YTD | +32.7% | +42.8% | -10.1% | +17.3% |
| 1Y | +62.3% | +86.9% | -24.6% | +31.7% |
| 3Y | +36.8% | +143.8% | -107.0% | +1.4% |
| 5Y | +41.8% | +293.5% | -251.7% | -11.8% |
| 10Y | +169.7% | +1,122.7% | -953.0% | +16.0% |
| All | +169.7% | +1,092.9% | -923.2% | +16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD 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 STLD 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