+1,337.5%
STX vs KNX
+36.7%
+1,300.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.3% | -3.0% | -2.8% |
| 7D | +8.0% | -0.5% | +8.5% | +8.1% |
| 30D | +5.1% | +1.0% | +4.1% | +5.0% |
| 3M | +5.8% | -12.6% | +18.4% | +9.7% |
| 6M | +124.9% | +21.1% | +103.9% | +110.3% |
| YTD | +213.9% | +33.2% | +180.7% | +184.4% |
| 1Y | +350.4% | +67.8% | +282.6% | +275.4% |
| All | +1,337.5% | +36.7% | +1,300.9% | +1,177.0% |
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