+2,273.4%
STM vs KNX
+5,146.1%
-2,872.7%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | +0.1% |
| 7D | +5.2% | +6.4% | -1.2% | +3.0% |
| 30D | -7.4% | +1.4% | -8.8% | -7.8% |
| 3M | -30.6% | -12.0% | -18.6% | -27.3% |
| 6M | +66.4% | +25.2% | +41.2% | +54.0% |
| YTD | +101.1% | +36.6% | +64.6% | +80.2% |
| 1Y | +97.4% | +67.6% | +29.8% | +64.6% |
| 3Y | +21.1% | +40.8% | -19.7% | +5.3% |
| 5Y | +22.5% | +43.3% | -20.9% | +5.5% |
| 10Y | +657.6% | +170.1% | +487.5% | +410.4% |
| All | +2,273.4% | +5,146.1% | -2,872.7% | +758.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling