+33.3%
KNX vs STT
+182.6%
-149.3%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.1% | +3.5% | +3.4% |
| 7D | +9.2% | +4.8% | +4.5% | +6.3% |
| 30D | +0.9% | +3.9% | -3.0% | -1.4% |
| 3M | -12.7% | -8.2% | -4.6% | -8.5% |
| 6M | +7.3% | +15.6% | -8.3% | -3.0% |
| YTD | +23.1% | +37.6% | -14.5% | -0.9% |
| 1Y | +47.1% | +50.1% | -3.1% | +11.9% |
| 3Y | +33.3% | +183.1% | -149.8% | -31.0% |
| All | +33.3% | +182.6% | -149.3% | -31.0% |
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