+2,119.0%
STRL vs KNX
+41.5%
+2,077.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.3% | -2.4% | -2.2% |
| 7D | +5.4% | -0.5% | +5.9% | +5.6% |
| 30D | -9.0% | +1.0% | -10.0% | -9.2% |
| 3M | -37.1% | -12.6% | -24.4% | -33.7% |
| 6M | +17.8% | +21.1% | -3.3% | +8.9% |
| YTD | +58.3% | +33.2% | +25.1% | +40.5% |
| 1Y | +61.0% | +67.8% | -6.8% | +29.1% |
| 3Y | +517.8% | +37.3% | +480.5% | +424.3% |
| 5Y | +2,119.0% | +41.1% | +2,078.0% | +1,782.6% |
| All | +2,119.0% | +41.5% | +2,077.6% | +1,782.6% |
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