+38.7%
KNX vs SGI
+47.3%
-8.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.0% | -2.5% | -1.9% |
| 7D | -5.6% | -4.5% | -1.1% | -3.9% |
| 30D | -4.4% | +4.2% | -8.6% | -6.1% |
| 3M | -17.3% | -7.4% | -9.9% | -15.3% |
| 6M | +22.6% | -15.1% | +37.7% | +28.7% |
| YTD | +31.1% | -24.7% | +55.8% | +44.2% |
| 1Y | +60.2% | -21.8% | +82.0% | +72.9% |
| 3Y | +35.8% | +50.0% | -14.3% | +12.4% |
| All | +38.7% | +47.3% | -8.6% | +10.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling