+1,048.0%
STX vs KNX
+37.6%
+1,010.5%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.5% | -2.2% | -3.2% |
| 7D | -2.3% | -5.6% | +3.3% | -0.2% |
| 30D | -5.5% | -4.4% | -1.1% | -3.8% |
| 3M | -4.3% | -17.3% | +13.0% | +2.2% |
| 6M | +115.6% | +22.6% | +93.0% | +97.2% |
| YTD | +202.2% | +31.1% | +171.0% | +168.3% |
| 1Y | +325.3% | +60.2% | +265.1% | +244.5% |
| 3Y | +1,283.9% | +35.8% | +1,248.2% | +1,061.3% |
| All | +1,048.0% | +37.6% | +1,010.5% | +872.2% |
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