+354.0%
KNX vs SCHG
+1,132.2%
-778.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.9% | -2.4% | -2.2% |
| 7D | -5.6% | -1.0% | -4.5% | -4.8% |
| 30D | -4.4% | -1.3% | -3.1% | -3.5% |
| 3M | -17.3% | +5.4% | -22.8% | -20.8% |
| 6M | +22.6% | +14.4% | +8.2% | +10.4% |
| YTD | +31.1% | +8.0% | +23.1% | +23.3% |
| 1Y | +60.2% | +12.7% | +47.5% | +45.4% |
| 3Y | +35.8% | +85.6% | -49.9% | -17.4% |
| 5Y | +38.9% | +85.5% | -46.6% | -17.7% |
| 10Y | +166.5% | +456.0% | -289.6% | -46.5% |
| All | +354.0% | +1,132.2% | -778.2% | -57.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling