+4,934.8%
KNX vs STT
+4,164.4%
+770.4%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.2% | +3.6% | +3.7% |
| 7D | +7.4% | +0.5% | +6.9% | +7.2% |
| 30D | +2.0% | +3.9% | -1.9% | +0.7% |
| 3M | -7.9% | +20.0% | -27.8% | -13.3% |
| 6M | +14.4% | +55.3% | -40.9% | -0.8% |
| YTD | +38.9% | +53.3% | -14.4% | +20.8% |
| 1Y | +65.9% | +74.7% | -8.8% | +38.2% |
| 3Y | +35.8% | +205.8% | -170.0% | -5.1% |
| 5Y | +43.3% | +145.0% | -101.7% | +4.9% |
| 10Y | +179.6% | +266.0% | -86.4% | +72.0% |
| All | +4,934.8% | +4,164.4% | +770.4% | +1,526.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling