+65.4%
KNX vs STZ
-10.2%
+75.6%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.7% | +4.2% | +3.6% |
| 7D | +7.1% | -1.9% | +9.0% | +7.5% |
| 30D | +1.7% | -1.9% | +3.5% | +1.9% |
| 3M | -8.1% | -6.2% | -1.9% | -7.0% |
| 6M | +14.0% | -14.0% | +28.0% | +17.7% |
| YTD | +38.5% | -5.1% | +43.6% | +36.4% |
| 1Y | +65.4% | -9.6% | +75.0% | +65.6% |
| All | +65.4% | -10.2% | +75.6% | +65.6% |
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