+41.1%
KNX vs SPG
+103.4%
-62.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.3% | +0.3% |
| 7D | -0.5% | -2.2% | +1.7% | +0.7% |
| 30D | +1.0% | -5.8% | +6.8% | +4.2% |
| 3M | -12.6% | -2.8% | -9.8% | -11.5% |
| 6M | +21.1% | +8.9% | +12.2% | +15.3% |
| YTD | +33.2% | +14.3% | +18.9% | +23.6% |
| 1Y | +67.8% | +19.5% | +48.3% | +51.8% |
| 3Y | +37.3% | +106.9% | -69.5% | -5.5% |
| 5Y | +41.1% | +108.7% | -67.7% | -6.2% |
| All | +41.1% | +103.4% | -62.3% | -6.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling