+102.3%
KNX vs STLD
+802.0%
-699.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.8% | +0.1% |
| 7D | 0.0% | -0.5% | +0.5% | +0.2% |
| 30D | -3.3% | -0.1% | -3.2% | -3.4% |
| 3M | -8.7% | -9.2% | +0.5% | -6.5% |
| 6M | +1.3% | +1.8% | -0.4% | -0.4% |
| YTD | +20.4% | +42.1% | -21.8% | +6.3% |
| 1Y | +42.4% | +58.5% | -16.1% | +21.6% |
| 3Y | +30.1% | +128.2% | -98.2% | -1.9% |
| 5Y | +11.7% | +288.2% | -276.6% | -30.1% |
| 10Y | +102.3% | +799.8% | -697.5% | -11.3% |
| All | +102.3% | +802.0% | -699.7% | -11.3% |
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