+41.1%
KNX vs SFM
+212.1%
-171.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.6% | +0.5% |
| 7D | -0.5% | -8.8% | +8.3% | +0.6% |
| 30D | +1.0% | -14.5% | +15.5% | +2.8% |
| 3M | -12.6% | -16.8% | +4.2% | -11.0% |
| 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% | +81.9% |
| 3Y | +37.3% | +81.3% | -44.0% | +15.4% |
| 5Y | +41.1% | +211.9% | -170.8% | +5.0% |
| All | +41.1% | +212.1% | -171.1% | +5.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling