+4,362.0%
KNX vs STZ
+4,176.8%
+185.2%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.7% | +2.6% | +3.2% |
| 7D | +9.2% | +2.6% | +6.7% | +8.7% |
| 30D | +0.9% | +15.2% | -14.3% | -2.1% |
| 3M | -12.7% | +7.6% | -20.4% | -14.3% |
| 6M | +7.3% | +5.3% | +2.1% | +5.7% |
| YTD | +23.1% | +8.6% | +14.5% | +20.0% |
| 1Y | +47.1% | +15.6% | +31.5% | +41.5% |
| 3Y | +33.3% | -35.2% | +68.4% | +42.9% |
| 5Y | +12.1% | -29.1% | +41.2% | +17.8% |
| 10Y | +106.9% | +12.9% | +93.9% | +94.6% |
| All | +4,362.0% | +4,176.8% | +185.2% | +2,472.3% |
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