+357.9%
KNX vs SFM
+117.5%
+240.4%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -6.5% | +4.8% | -0.7% |
| 7D | +6.4% | -5.8% | +12.2% | +7.3% |
| 30D | +1.4% | -11.4% | +12.7% | +3.1% |
| 3M | -12.0% | -12.2% | +0.2% | -10.7% |
| 6M | +25.2% | -5.2% | +30.3% | +24.8% |
| YTD | +36.6% | -4.5% | +41.1% | +35.6% |
| 1Y | +67.6% | -45.4% | +113.0% | +81.3% |
| 3Y | +40.8% | +91.1% | -50.3% | +19.8% |
| 5Y | +43.3% | +226.8% | -183.4% | +8.5% |
| 10Y | +170.1% | +291.9% | -121.8% | +89.4% |
| All | +357.9% | +117.5% | +240.4% | +242.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling