+13.6%
KNX vs STZ
-29.4%
+43.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.7% | +2.6% | +3.1% |
| 7D | +9.2% | +2.6% | +6.7% | +8.4% |
| 30D | +0.9% | +15.2% | -14.3% | -3.6% |
| 3M | -12.7% | +7.6% | -20.4% | -15.0% |
| 6M | +7.3% | +5.3% | +2.1% | +4.9% |
| YTD | +23.1% | +8.6% | +14.5% | +17.8% |
| 1Y | +47.1% | +15.6% | +31.5% | +37.6% |
| 3Y | +33.3% | -35.2% | +68.4% | +48.6% |
| All | +13.6% | -29.4% | +43.0% | +20.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling