+65.4%
KNX vs SPG
+21.3%
+44.1%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.0% | +4.5% | +4.0% |
| 7D | +7.1% | -2.4% | +9.5% | +8.3% |
| 30D | +1.7% | -6.8% | +8.5% | +5.4% |
| 3M | -8.1% | +2.7% | -10.8% | -9.9% |
| 6M | +14.0% | +5.5% | +8.6% | +10.0% |
| YTD | +38.5% | +15.7% | +22.8% | +30.0% |
| 1Y | +65.4% | +20.9% | +44.5% | +48.5% |
| All | +65.4% | +21.3% | +44.1% | +48.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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