+18.3%
STM vs KNX
+37.6%
-19.3%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.5% | +3.1% | +2.3% |
| 7D | -1.4% | -5.6% | +4.2% | +1.6% |
| 30D | -4.9% | -4.4% | -0.5% | -2.7% |
| 3M | -34.0% | -17.3% | -16.7% | -26.9% |
| 6M | +51.8% | +22.6% | +29.2% | +36.1% |
| YTD | +99.4% | +31.1% | +68.2% | +71.2% |
| 1Y | +99.1% | +60.2% | +38.9% | +53.0% |
| 3Y | +19.5% | +35.8% | -16.3% | -4.2% |
| All | +18.3% | +37.6% | -19.3% | -7.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling