+37.9%
KNX vs SFM
+80.7%
-42.8%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.6% | +0.4% |
| 7D | -0.5% | -8.8% | +8.3% | +0.1% |
| 30D | +1.0% | -14.5% | +15.5% | +2.0% |
| 3M | -12.6% | -16.8% | +4.2% | -11.7% |
| 6M | +21.1% | -5.3% | +26.4% | +20.6% |
| YTD | +33.2% | -9.4% | +42.6% | +33.2% |
| 1Y | +67.8% | -46.2% | +113.9% | +79.7% |
| All | +37.9% | +80.7% | -42.8% | +17.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling