-39.9%
KNOP vs SPY
+72.1%
-112.0%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.8% |
| 7D | +5.6% | +2.6% | +3.0% | +4.4% |
| 30D | -7.0% | -2.0% | -5.0% | -6.3% |
| 3M | -13.8% | -2.8% | -11.0% | -12.8% |
| 6M | -14.6% | +2.1% | -16.7% | -15.6% |
| YTD | -10.4% | +11.5% | -21.9% | -14.9% |
| 1Y | -5.1% | +13.5% | -18.5% | -10.6% |
| 3Y | +64.3% | +77.7% | -13.4% | +26.6% |
| All | -39.9% | +72.1% | -112.0% | -53.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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