+4,850.9%
KNX vs STZ
+3,425.3%
+1,425.6%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -5.6% | +4.0% | -0.5% |
| 7D | +6.4% | -7.4% | +13.8% | +8.1% |
| 30D | +1.4% | -10.9% | +12.3% | +3.7% |
| 3M | -12.0% | -13.4% | +1.4% | -9.6% |
| 6M | +25.2% | -16.2% | +41.4% | +29.3% |
| YTD | +36.6% | -10.4% | +47.0% | +38.8% |
| 1Y | +67.6% | -14.8% | +82.4% | +72.0% |
| 3Y | +40.8% | -50.1% | +91.0% | +59.8% |
| 5Y | +43.3% | -38.8% | +82.1% | +55.6% |
| 10Y | +170.1% | -14.1% | +184.2% | +168.4% |
| All | +4,850.9% | +3,425.3% | +1,425.6% | +2,876.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling