+65.9%
KNX vs SCHG
+16.6%
+49.3%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.9% | +4.6% | +4.3% |
| 7D | +7.4% | -0.7% | +8.1% | +7.8% |
| 30D | +2.0% | +0.2% | +1.7% | +1.8% |
| 3M | -7.9% | +2.2% | -10.1% | -9.0% |
| 6M | +14.4% | +15.0% | -0.7% | +4.5% |
| YTD | +38.9% | +9.2% | +29.7% | +29.9% |
| 1Y | +65.9% | +15.7% | +50.2% | +54.0% |
| All | +65.9% | +16.6% | +49.3% | +54.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 1y: compounded portfolio wealth divided by compounded SCHG 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…
1y analysis · Full analysis span regression · 6 months rolling