+37.9%
KNX vs SGI
+50.3%
-12.4%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.1% | +3.5% | +1.7% |
| 7D | -0.5% | -4.9% | +4.4% | +1.6% |
| 30D | +1.0% | +1.6% | -0.6% | +0.1% |
| 3M | -12.6% | -3.2% | -9.5% | -12.1% |
| 6M | +21.1% | -16.0% | +37.1% | +28.2% |
| YTD | +33.2% | -25.4% | +58.6% | +48.3% |
| 1Y | +67.8% | -21.6% | +89.4% | +82.2% |
| All | +37.9% | +50.3% | -12.4% | +12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 SGI 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