+38.7%
KNX vs SIRI
-41.5%
+80.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -4.8% |
| 3M | -17.3% | +6.6% | -23.9% | -18.2% |
| 6M | +22.6% | +32.9% | -10.3% | +17.3% |
| YTD | +31.1% | +50.5% | -19.3% | +23.1% |
| 1Y | +60.2% | +28.0% | +32.2% | +53.5% |
| 3Y | +35.8% | -22.4% | +58.2% | +34.8% |
| All | +38.7% | -41.5% | +80.2% | +38.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling