+60.2%
KNX vs SM
+48.5%
+11.7%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.3% | -1.5% |
| 7D | -5.6% | +4.6% | -10.1% | -5.4% |
| 30D | -4.4% | +18.2% | -22.6% | -3.9% |
| 3M | -17.3% | +22.5% | -39.8% | -16.6% |
| 6M | +22.6% | +50.6% | -27.9% | +22.9% |
| YTD | +31.1% | +108.1% | -77.0% | +28.3% |
| 1Y | +60.2% | +46.0% | +14.2% | +70.9% |
| All | +60.2% | +48.5% | +11.7% | +70.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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