+160.2%
KNX vs SPG
+64.5%
+95.8%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.6% | -1.6% |
| 7D | -5.6% | -1.2% | -4.4% | -5.3% |
| 30D | -4.4% | -6.1% | +1.7% | -3.0% |
| 3M | -17.3% | -3.6% | -13.7% | -16.6% |
| 6M | +22.6% | +10.4% | +12.2% | +19.8% |
| YTD | +31.1% | +14.4% | +16.8% | +27.2% |
| 1Y | +60.2% | +16.5% | +43.7% | +54.6% |
| 3Y | +35.8% | +106.8% | -71.0% | +17.1% |
| 5Y | +38.9% | +108.9% | -70.0% | +19.0% |
| All | +160.2% | +64.5% | +95.8% | +153.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling