+41.1%
KNX vs SM
+108.0%
-66.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 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