+160.2%
KNX vs STZ
-11.3%
+171.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.1% | -0.4% | -1.2% |
| 7D | -5.6% | -4.5% | -1.1% | -4.3% |
| 30D | -4.4% | -8.6% | +4.2% | -1.9% |
| 3M | -17.3% | -13.8% | -3.6% | -13.8% |
| 6M | +22.6% | -17.2% | +39.8% | +29.0% |
| YTD | +31.1% | -9.4% | +40.5% | +33.5% |
| 1Y | +60.2% | -11.9% | +72.1% | +64.3% |
| 3Y | +35.8% | -49.6% | +85.4% | +63.1% |
| 5Y | +38.9% | -37.2% | +76.1% | +54.9% |
| All | +160.2% | -11.3% | +171.6% | +169.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling