+67.8%
KNX vs SIMO
+220.5%
-152.7%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.5% | +4.8% | +0.4% |
| 7D | -0.5% | +12.5% | -13.0% | -0.7% |
| 30D | +1.0% | +18.4% | -17.4% | +1.0% |
| 3M | -12.6% | +5.6% | -18.3% | -12.2% |
| 6M | +21.1% | +116.9% | -95.8% | +22.3% |
| YTD | +33.2% | +188.4% | -155.2% | +29.9% |
| 1Y | +67.8% | +221.3% | -153.5% | +61.6% |
| All | +67.8% | +220.5% | -152.7% | +61.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling