+35.8%
KNX vs SMTC
+579.3%
-543.5%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +5.1% | -6.6% | -2.2% |
| 7D | -5.6% | +13.1% | -18.7% | -7.3% |
| 30D | -4.4% | +19.5% | -23.9% | -7.1% |
| 3M | -17.3% | +2.2% | -19.6% | -18.6% |
| 6M | +22.6% | +94.9% | -72.2% | +9.0% |
| YTD | +31.1% | +127.0% | -95.8% | +13.9% |
| 1Y | +60.2% | +174.6% | -114.4% | +34.5% |
| 3Y | +35.8% | +615.9% | -580.2% | -11.7% |
| All | +35.8% | +579.3% | -543.5% | -11.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling