+35.8%
KNX vs SITM
+452.7%
-416.9%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +5.5% | -7.1% | -2.2% |
| 7D | -5.6% | +3.9% | -9.4% | -6.1% |
| 30D | -4.4% | -6.6% | +2.2% | -3.8% |
| 3M | -17.3% | -11.9% | -5.5% | -16.9% |
| 6M | +22.6% | +81.1% | -58.5% | +9.4% |
| YTD | +31.1% | +80.0% | -48.8% | +16.1% |
| 1Y | +60.2% | +145.8% | -85.6% | +33.9% |
| 3Y | +35.8% | +475.9% | -440.1% | -3.0% |
| All | +35.8% | +452.7% | -416.9% | -3.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 3y: compounded portfolio wealth divided by compounded SITM 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…
3y analysis · Full analysis span regression · 6 months rolling