+13.6%
KNX vs STT
+104.1%
-90.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.1% | +3.5% | +3.4% |
| 7D | +9.2% | +4.8% | +4.5% | +6.9% |
| 30D | +0.9% | +3.9% | -3.0% | -0.9% |
| 3M | -12.7% | -8.2% | -4.6% | -9.3% |
| 6M | +7.3% | +15.6% | -8.3% | -0.6% |
| YTD | +23.1% | +37.6% | -14.5% | +4.5% |
| 1Y | +47.1% | +50.1% | -3.1% | +19.7% |
| 3Y | +33.3% | +183.1% | -149.8% | -18.4% |
| All | +13.6% | +104.1% | -90.5% | -26.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling