+19.6%
STM vs KNX
+36.2%
-16.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.8% | +2.0% | +0.6% |
| 7D | +1.7% | +2.3% | -0.7% | +0.4% |
| 30D | -5.2% | +0.5% | -5.6% | -5.5% |
| 3M | -29.6% | -14.1% | -15.5% | -24.0% |
| 6M | +54.4% | +19.8% | +34.6% | +41.9% |
| YTD | +99.5% | +32.7% | +66.8% | +73.9% |
| 1Y | +100.8% | +62.3% | +38.4% | +59.0% |
| All | +19.6% | +36.2% | -16.6% | +0.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling