+4,711.0%
KNX vs SMTC
+55,121.9%
-50,410.9%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.8% | -3.6% | -3.0% |
| 7D | +2.3% | +22.5% | -20.2% | -1.0% |
| 30D | +0.5% | +24.9% | -24.4% | -3.4% |
| 3M | -14.1% | +4.1% | -18.2% | -16.0% |
| 6M | +19.8% | +92.6% | -72.8% | +5.1% |
| YTD | +32.7% | +122.5% | -89.7% | +13.6% |
| 1Y | +62.3% | +166.2% | -103.9% | +33.9% |
| 3Y | +36.8% | +577.2% | -540.3% | -10.2% |
| 5Y | +41.8% | +119.0% | -77.2% | +7.9% |
| 10Y | +169.7% | +527.9% | -358.2% | +68.9% |
| All | +4,711.0% | +55,121.9% | -50,410.9% | +2,700.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling