+40.9%
KNX vs SMTC
+70.8%
-29.9%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -12.9% | +12.2% | +0.5% |
| 7D | +2.5% | -24.5% | +27.0% | +5.1% |
| 30D | -4.4% | -42.5% | +38.0% | +0.6% |
| 3M | -12.7% | -14.1% | +1.4% | -13.3% |
| 6M | +0.9% | +3.6% | -2.7% | -4.3% |
| YTD | +20.3% | +50.6% | -30.3% | +5.9% |
| 1Y | +40.9% | +72.2% | -31.3% | +20.0% |
| All | +40.9% | +70.8% | -29.9% | +20.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 SMTC 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