+40.9%
KNX vs STZ
+14.7%
+26.2%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.3% | -6.0% | -1.5% |
| 7D | +2.5% | +13.0% | -10.5% | +0.4% |
| 30D | -4.4% | +29.4% | -33.8% | -8.9% |
| 3M | -12.7% | +11.6% | -24.3% | -14.5% |
| 6M | +0.9% | -0.2% | +1.1% | +0.9% |
| YTD | +20.3% | +8.6% | +11.8% | +16.5% |
| 1Y | +40.9% | +15.9% | +25.0% | +35.8% |
| All | +40.9% | +14.7% | +26.2% | +35.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 1y: compounded portfolio wealth divided by compounded STZ 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…
1y analysis · Full analysis span regression · 6 months rolling