+37.4%
KNX vs STZ
-49.9%
+87.3%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.5% | -3.3% | -2.9% |
| 7D | +2.3% | -6.0% | +8.4% | +4.0% |
| 30D | +0.5% | -8.9% | +9.3% | +2.7% |
| 3M | -14.1% | -12.6% | -1.6% | -11.3% |
| 6M | +19.8% | -17.2% | +37.0% | +25.2% |
| YTD | +32.7% | -10.0% | +42.8% | +34.6% |
| 1Y | +62.3% | -14.3% | +76.6% | +66.8% |
| All | +37.4% | -49.9% | +87.3% | +57.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling