+7,285.0%
STRL vs KNX
+166.7%
+7,118.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.5% | +6.9% | +6.0% |
| 7D | +5.0% | -5.6% | +10.6% | +7.5% |
| 30D | -6.9% | -4.4% | -2.5% | -5.1% |
| 3M | -39.1% | -17.3% | -21.7% | -34.3% |
| 6M | +21.5% | +22.6% | -1.1% | +11.0% |
| YTD | +66.9% | +31.1% | +35.7% | +47.5% |
| 1Y | +61.6% | +60.2% | +1.4% | +29.9% |
| 3Y | +560.0% | +35.8% | +524.3% | +452.8% |
| 5Y | +2,238.9% | +38.9% | +2,199.9% | +1,791.0% |
| All | +7,285.0% | +166.7% | +7,118.2% | +4,654.9% |
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 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