+160.2%
KNX vs SFM
+271.4%
-111.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.8% | -2.3% | -1.7% |
| 7D | -5.6% | -10.6% | +5.0% | -4.0% |
| 30D | -4.4% | -15.5% | +11.1% | -2.1% |
| 3M | -17.3% | -17.4% | +0.1% | -15.2% |
| 6M | +22.6% | -3.4% | +26.1% | +21.8% |
| YTD | +31.1% | -8.7% | +39.8% | +31.0% |
| 1Y | +60.2% | -47.2% | +107.4% | +74.9% |
| 3Y | +35.8% | +82.7% | -47.0% | +14.6% |
| 5Y | +38.9% | +214.3% | -175.4% | +3.1% |
| All | +160.2% | +271.4% | -111.2% | +79.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 10y: compounded portfolio wealth divided by compounded SFM 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…
10y analysis · Full analysis span regression · 6 months rolling