+655.9%
STM vs KNX
+166.7%
+489.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.5% | +3.1% | +2.2% |
| 7D | -1.4% | -5.6% | +4.2% | +1.2% |
| 30D | -4.9% | -4.4% | -0.5% | -3.0% |
| 3M | -34.0% | -17.3% | -16.7% | -27.9% |
| 6M | +51.8% | +22.6% | +29.2% | +38.1% |
| YTD | +99.4% | +31.1% | +68.2% | +74.9% |
| 1Y | +99.1% | +60.2% | +38.9% | +58.9% |
| 3Y | +19.5% | +35.8% | -16.3% | -0.4% |
| 5Y | +19.5% | +38.9% | -19.4% | -2.5% |
| All | +655.9% | +166.7% | +489.1% | +342.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KNX.
Daily Out/Under-Performance
Portfolio return minus KNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KNX 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 10y: compounded portfolio wealth divided by compounded KNX 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…
10y analysis · Full analysis span regression · 6 months rolling