+41.8%
KNX vs SIMO
+312.7%
-271.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.1% | -4.9% | -3.0% |
| 7D | +2.3% | +14.5% | -12.2% | +0.9% |
| 30D | +0.5% | +20.4% | -20.0% | -1.5% |
| 3M | -14.1% | +7.1% | -21.3% | -15.6% |
| 6M | +19.8% | +129.2% | -109.5% | +5.2% |
| YTD | +32.7% | +201.9% | -169.2% | +10.1% |
| 1Y | +62.3% | +235.5% | -173.2% | +31.3% |
| 3Y | +36.8% | +463.8% | -427.0% | -1.5% |
| 5Y | +41.8% | +306.7% | -264.9% | +5.4% |
| All | +41.8% | +312.7% | -271.0% | +5.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling