+164.3%
KNX vs SIMO
+557.5%
-393.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.5% | +4.8% | +0.9% |
| 7D | -0.5% | +12.5% | -13.0% | -2.1% |
| 30D | +1.0% | +18.4% | -17.4% | -1.4% |
| 3M | -12.6% | +5.6% | -18.3% | -14.6% |
| 6M | +21.1% | +116.9% | -95.8% | +3.4% |
| YTD | +33.2% | +188.4% | -155.2% | +6.9% |
| 1Y | +67.8% | +221.3% | -153.5% | +31.1% |
| 3Y | +37.3% | +438.6% | -401.2% | -4.9% |
| 5Y | +41.1% | +287.9% | -246.8% | +0.2% |
| All | +164.3% | +557.5% | -393.2% | +53.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 10y: compounded portfolio wealth divided by compounded SIMO 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…
10y analysis · Full analysis span regression · 6 months rolling