+716.4%
KNX vs SGI
+2,032.3%
-1,316.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.9% | -0.9% | -2.4% |
| 7D | +2.3% | +0.6% | +1.7% | +2.2% |
| 30D | +0.5% | +5.5% | -5.1% | -0.7% |
| 3M | -14.1% | -3.6% | -10.5% | -13.7% |
| 6M | +19.8% | -15.0% | +34.8% | +23.1% |
| YTD | +32.7% | -23.0% | +55.8% | +39.3% |
| 1Y | +62.3% | -18.4% | +80.7% | +68.0% |
| 3Y | +36.8% | +57.8% | -20.9% | +23.3% |
| 5Y | +41.8% | +51.5% | -9.7% | +25.9% |
| 10Y | +169.7% | +275.2% | -105.5% | +82.9% |
| All | +716.4% | +2,032.3% | -1,316.0% | +198.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling