Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • KNX vs SM✓SelectedUSD · SMKNX vs SM performance historyLatest closeAs of+0.35%09/10
Stock and ETF performance explorer

KNX vs SM

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+41.1%
SM return
+108.0%
Excess return
-66.9%
Maximum drawdown
-38.0%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 5y.

Portfolio and benchmark returns by period
PeriodPortfolioSMExcessAlpha
1D+0.3%+0.5%-0.2%+0.3%
7D-0.5%+2.1%-2.6%-0.8%
30D+1.0%+18.1%-17.1%-1.1%
3M-12.6%+17.0%-29.6%-14.7%
6M+21.1%+55.4%-34.3%+12.6%
YTD+33.2%+108.6%-75.4%+18.0%
1Y+67.8%+45.7%+22.1%+56.6%
3Y+37.3%-0.3%+37.6%+30.9%
5Y+41.1%+113.0%-72.0%+24.1%
All+41.1%+108.0%-66.9%+24.1%

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 5y: 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…

5y analysis · Full analysis span regression · 6 months rolling