+52.5%
KNOP vs SPY
+511.0%
-458.5%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.9% | +1.7% |
| 7D | +5.2% | +0.5% | +4.6% | +4.8% |
| 30D | +9.1% | -0.9% | +10.0% | +9.7% |
| 3M | +8.1% | +3.9% | +4.3% | +5.2% |
| 6M | +9.6% | +14.5% | -5.0% | -0.4% |
| YTD | +13.1% | +12.9% | +0.2% | +3.8% |
| 1Y | +40.8% | +19.4% | +21.4% | +24.3% |
| 3Y | +83.6% | +78.5% | +5.1% | +20.6% |
| 5Y | -19.8% | +81.8% | -101.5% | -49.1% |
| 10Y | +24.3% | +311.5% | -287.3% | -59.2% |
| All | +52.5% | +511.0% | -458.5% | -57.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling