+4,850.9%
KNX vs SM
+1,411.2%
+3,439.7%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.6% | -5.3% | -2.0% |
| 7D | +6.4% | -0.2% | +6.5% | +6.4% |
| 30D | +1.4% | +31.5% | -30.1% | -1.6% |
| 3M | -12.0% | +17.3% | -29.4% | -13.9% |
| 6M | +25.2% | +48.5% | -23.4% | +18.8% |
| YTD | +36.6% | +106.3% | -69.7% | +24.9% |
| 1Y | +67.6% | +47.3% | +20.3% | +58.3% |
| 3Y | +40.8% | -1.4% | +42.2% | +36.6% |
| 5Y | +43.3% | +114.0% | -70.7% | +24.5% |
| 10Y | +170.1% | +12.5% | +157.6% | +102.1% |
| All | +4,850.9% | +1,411.2% | +3,439.7% | +2,496.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling