+41.8%
KNX vs STT
+158.4%
-116.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | 0.0% | -2.8% | -2.8% |
| 7D | +2.3% | +1.0% | +1.4% | +1.9% |
| 30D | +0.5% | +2.8% | -2.3% | -0.9% |
| 3M | -14.1% | +18.1% | -32.3% | -21.1% |
| 6M | +19.8% | +59.2% | -39.5% | -4.6% |
| YTD | +32.7% | +51.5% | -18.7% | +8.0% |
| 1Y | +62.3% | +75.7% | -13.3% | +22.8% |
| 3Y | +36.8% | +200.8% | -163.9% | -18.4% |
| 5Y | +41.8% | +155.8% | -114.0% | -13.7% |
| All | +41.8% | +158.4% | -116.6% | -13.7% |
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