+41.1%
KNX vs STZ
-37.5%
+78.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.9% | -1.5% | -0.2% |
| 7D | -0.5% | -4.1% | +3.6% | +0.8% |
| 30D | +1.0% | -7.6% | +8.6% | +3.3% |
| 3M | -12.6% | -12.3% | -0.4% | -9.3% |
| 6M | +21.1% | -16.3% | +37.4% | +27.2% |
| YTD | +33.2% | -8.4% | +41.5% | +34.7% |
| 1Y | +67.8% | -10.8% | +78.6% | +71.1% |
| 3Y | +37.3% | -49.0% | +86.3% | +66.4% |
| 5Y | +41.1% | -36.5% | +77.5% | +62.8% |
| All | +41.1% | -37.5% | +78.6% | +62.8% |
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 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