+41.4%
KNX vs SIMO
+457.3%
-415.9%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +6.2% | -7.8% | -2.1% |
| 7D | +6.4% | +14.6% | -8.2% | +5.2% |
| 30D | +1.4% | +6.2% | -4.8% | +0.7% |
| 3M | -12.0% | +3.6% | -15.6% | -12.8% |
| 6M | +25.2% | +130.8% | -105.6% | +12.2% |
| YTD | +36.6% | +195.8% | -159.2% | +15.3% |
| 1Y | +67.6% | +225.0% | -157.4% | +37.5% |
| All | +41.4% | +457.3% | -415.9% | +0.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling