+65.9%
KNX vs SIRI
+28.3%
+37.6%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -2.6% | +6.4% | +4.1% |
| 7D | +7.4% | +1.6% | +5.8% | +7.0% |
| 30D | +2.0% | -4.7% | +6.7% | +2.6% |
| 3M | -7.9% | +5.3% | -13.1% | -8.6% |
| 6M | +14.4% | +30.5% | -16.2% | +9.5% |
| YTD | +38.9% | +49.6% | -10.7% | +30.6% |
| 1Y | +65.9% | +28.5% | +37.4% | +57.4% |
| All | +65.9% | +28.3% | +37.6% | +57.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 SIRI 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