+42.4%
KNX vs STLD
+58.4%
-15.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.8% | +0.1% |
| 7D | 0.0% | -0.5% | +0.5% | +0.1% |
| 30D | -3.3% | -0.1% | -3.2% | -3.4% |
| 3M | -8.7% | -9.2% | +0.5% | -6.7% |
| 6M | +1.3% | +1.8% | -0.4% | -0.8% |
| YTD | +20.4% | +42.1% | -21.8% | -0.4% |
| 1Y | +42.4% | +58.5% | -16.1% | +8.8% |
| All | +42.4% | +58.4% | -15.9% | +8.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling