+16,706.2%
STX vs KNX
+921.4%
+15,784.8%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.8% | +0.8% | -0.9% |
| 7D | +9.6% | +2.3% | +7.2% | +8.6% |
| 30D | +10.6% | +0.5% | +10.1% | +10.6% |
| 3M | +4.8% | -14.1% | +18.9% | +10.7% |
| 6M | +137.3% | +19.8% | +117.5% | +118.3% |
| YTD | +222.5% | +32.7% | +189.8% | +184.0% |
| 1Y | +366.2% | +62.3% | +303.9% | +274.0% |
| 3Y | +1,352.9% | +36.8% | +1,316.1% | +1,113.4% |
| 5Y | +1,077.4% | +41.8% | +1,035.7% | +854.9% |
| 10Y | +3,621.5% | +169.7% | +3,451.8% | +2,013.2% |
| All | +16,706.2% | +921.4% | +15,784.8% | +4,866.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling