+4,727.8%
KNX vs SIRI
-7.4%
+4,735.2%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -0.8% | +0.3% |
| 7D | -0.5% | -3.0% | +2.5% | -0.3% |
| 30D | +1.0% | +1.3% | -0.3% | +0.9% |
| 3M | -12.6% | +5.6% | -18.3% | -13.0% |
| 6M | +21.1% | +35.2% | -14.1% | +18.6% |
| YTD | +33.2% | +49.1% | -15.9% | +29.5% |
| 1Y | +67.8% | +26.8% | +41.0% | +64.7% |
| 3Y | +37.3% | -23.7% | +61.0% | +37.6% |
| 5Y | +41.1% | -41.8% | +82.9% | +42.4% |
| 10Y | +170.6% | -11.3% | +181.9% | +165.6% |
| All | +4,727.8% | -7.4% | +4,735.2% | +3,572.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling