+43.3%
KNX vs STLD
+291.8%
-248.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -0.9% | -1.4% |
| 7D | +6.4% | +2.7% | +3.7% | +5.4% |
| 30D | +1.4% | -8.4% | +9.8% | +4.0% |
| 3M | -12.0% | -9.9% | -2.2% | -9.7% |
| 6M | +25.2% | +33.0% | -7.9% | +12.4% |
| YTD | +36.6% | +42.6% | -6.0% | +19.6% |
| 1Y | +67.6% | +80.8% | -13.2% | +35.1% |
| 3Y | +40.8% | +143.4% | -102.6% | +3.0% |
| 5Y | +43.3% | +293.4% | -250.1% | -9.7% |
| All | +43.3% | +291.8% | -248.5% | -9.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling