+3,343.4%
STX vs KNX
+166.7%
+3,176.7%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.5% | -2.2% | -3.2% |
| 7D | -2.3% | -5.6% | +3.3% | -0.4% |
| 30D | -5.5% | -4.4% | -1.1% | -3.9% |
| 3M | -4.3% | -17.3% | +13.0% | +1.7% |
| 6M | +115.6% | +22.6% | +93.0% | +99.0% |
| YTD | +202.2% | +31.1% | +171.0% | +171.8% |
| 1Y | +325.3% | +60.2% | +265.1% | +252.9% |
| 3Y | +1,283.9% | +35.8% | +1,248.2% | +1,087.9% |
| 5Y | +1,048.3% | +38.9% | +1,009.4% | +868.6% |
| All | +3,343.4% | +166.7% | +3,176.7% | +2,146.8% |
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 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