+123.8%
STX vs KNX
+45.0%
+78.8%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -0.7% | -7.4% | -8.0% |
| 7D | -20.2% | +2.5% | -22.7% | -20.6% |
| 30D | -37.2% | -4.4% | -32.8% | -36.6% |
| 3M | -34.1% | -12.7% | -21.4% | -31.9% |
| 6M | -24.5% | +0.9% | -25.4% | -24.0% |
| YTD | +102.9% | +20.3% | +82.6% | +93.9% |
| 1Y | +123.8% | +40.9% | +82.9% | +115.8% |
| All | +123.8% | +45.0% | +78.8% | +115.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling