+160.2%
KNX vs SMTC
+548.2%
-388.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +5.1% | -6.6% | -2.5% |
| 7D | -5.6% | +13.1% | -18.7% | -8.0% |
| 30D | -4.4% | +19.5% | -23.9% | -8.3% |
| 3M | -17.3% | +2.2% | -19.6% | -19.4% |
| 6M | +22.6% | +94.9% | -72.2% | +3.2% |
| YTD | +31.1% | +127.0% | -95.8% | +6.6% |
| 1Y | +60.2% | +174.6% | -114.4% | +23.7% |
| 3Y | +35.8% | +615.9% | -580.2% | -26.4% |
| 5Y | +38.9% | +125.6% | -86.7% | -2.1% |
| All | +160.2% | +548.2% | -388.0% | +25.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling