+35.8%
KNX vs SM
-0.9%
+36.6%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.3% | -1.5% |
| 7D | -5.6% | +4.6% | -10.1% | -6.1% |
| 30D | -4.4% | +18.2% | -22.6% | -6.7% |
| 3M | -17.3% | +22.5% | -39.8% | -19.9% |
| 6M | +22.6% | +50.6% | -27.9% | +13.1% |
| YTD | +31.1% | +108.1% | -77.0% | +12.6% |
| 1Y | +60.2% | +46.0% | +14.2% | +48.1% |
| 3Y | +35.8% | +2.9% | +32.9% | +26.8% |
| All | +35.8% | -0.9% | +36.6% | +26.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling