+40.9%
KNX vs STT
+53.6%
-12.6%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.2% | -2.9% | -1.7% |
| 7D | +2.5% | -0.1% | +2.5% | +2.5% |
| 30D | -4.4% | -1.7% | -2.7% | -3.7% |
| 3M | -12.7% | -6.4% | -6.3% | -10.1% |
| 6M | +0.9% | +17.7% | -16.8% | -9.3% |
| YTD | +20.3% | +36.9% | -16.6% | -2.7% |
| 1Y | +40.9% | +52.0% | -11.1% | +3.2% |
| All | +40.9% | +53.6% | -12.6% | +3.2% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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