+4,850.9%
KNX vs SPG
+4,665.4%
+185.5%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.2% | -2.8% | -2.0% |
| 7D | +6.4% | 0.0% | +6.4% | +6.4% |
| 30D | +1.4% | -4.9% | +6.3% | +3.0% |
| 3M | -12.0% | +3.3% | -15.3% | -13.0% |
| 6M | +25.2% | +11.2% | +13.9% | +20.8% |
| YTD | +36.6% | +17.1% | +19.5% | +29.8% |
| 1Y | +67.6% | +21.6% | +46.0% | +57.2% |
| 3Y | +40.8% | +111.9% | -71.0% | +11.1% |
| 5Y | +43.3% | +106.9% | -63.6% | +12.7% |
| 10Y | +170.1% | +62.2% | +107.9% | +105.1% |
| All | +4,850.9% | +4,665.4% | +185.5% | +1,293.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling