+160.2%
KNX vs SIRI
-10.2%
+170.4%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.9% | -2.5% | -1.7% |
| 7D | -5.6% | +0.6% | -6.1% | -5.7% |
| 30D | -4.4% | +2.5% | -6.9% | -5.0% |
| 3M | -17.3% | +6.6% | -23.9% | -18.6% |
| 6M | +22.6% | +32.9% | -10.3% | +15.2% |
| YTD | +31.1% | +50.5% | -19.3% | +19.9% |
| 1Y | +60.2% | +28.0% | +32.2% | +50.8% |
| 3Y | +35.8% | -22.4% | +58.2% | +35.5% |
| 5Y | +38.9% | -41.3% | +80.2% | +40.7% |
| All | +160.2% | -10.2% | +170.4% | +136.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling