+37.4%
KNX vs STT
+195.2%
-157.8%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | 0.0% | -2.8% | -2.8% |
| 7D | +2.3% | +1.0% | +1.4% | +1.8% |
| 30D | +0.5% | +2.8% | -2.3% | -1.2% |
| 3M | -14.1% | +18.1% | -32.3% | -22.7% |
| 6M | +19.8% | +59.2% | -39.5% | -10.3% |
| YTD | +32.7% | +51.5% | -18.7% | +2.0% |
| 1Y | +62.3% | +75.7% | -13.3% | +13.3% |
| All | +37.4% | +195.2% | -157.8% | -27.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling