+560.0%
STRL vs KNX
+34.6%
+525.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.5% | +6.9% | +6.0% |
| 7D | +5.0% | -5.6% | +10.6% | +7.4% |
| 30D | -6.9% | -4.4% | -2.5% | -5.2% |
| 3M | -39.1% | -17.3% | -21.7% | -34.6% |
| 6M | +21.5% | +22.6% | -1.1% | +12.4% |
| YTD | +66.9% | +31.1% | +35.7% | +49.9% |
| 1Y | +61.6% | +60.2% | +1.4% | +33.4% |
| 3Y | +560.0% | +35.8% | +524.3% | +492.0% |
| All | +560.0% | +34.6% | +525.4% | +492.0% |
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