+35.0%
KNX vs SIRI
+59.1%
-24.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.5% | -4.1% | -4.5% |
| 7D | -2.7% | +15.9% | -18.6% | -5.4% |
| 30D | -8.0% | +26.0% | -34.0% | -12.0% |
| 3M | -15.8% | +9.2% | -25.0% | -17.2% |
| 6M | -3.0% | +28.3% | -31.2% | -7.9% |
| YTD | +14.7% | +71.5% | -56.7% | -1.4% |
| 1Y | +35.0% | +55.0% | -19.9% | +21.9% |
| All | +35.0% | +59.1% | -24.0% | +21.9% |
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