+160.2%
KNX vs STT
+269.6%
-109.4%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.1% | -2.6% | -2.0% |
| 7D | -5.6% | -0.4% | -5.1% | -5.4% |
| 30D | -4.4% | +1.7% | -6.1% | -5.1% |
| 3M | -17.3% | +17.9% | -35.2% | -23.2% |
| 6M | +22.6% | +55.3% | -32.7% | +1.5% |
| YTD | +31.1% | +52.7% | -21.5% | +9.1% |
| 1Y | +60.2% | +75.7% | -15.4% | +25.5% |
| 3Y | +35.8% | +197.9% | -162.2% | -14.2% |
| 5Y | +38.9% | +157.2% | -118.3% | -10.2% |
| All | +160.2% | +269.6% | -109.4% | +30.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling