+35.8%
KNX vs SPXS
-79.6%
+115.4%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.4% | +0.9% | -2.4% |
| 7D | -5.6% | +2.5% | -8.1% | -4.7% |
| 30D | -4.4% | +4.2% | -8.6% | -2.9% |
| 3M | -17.3% | -9.3% | -8.0% | -19.5% |
| 6M | +22.6% | -30.7% | +53.3% | +10.1% |
| YTD | +31.1% | -28.1% | +59.2% | +20.1% |
| 1Y | +60.2% | -35.1% | +95.3% | +42.6% |
| 3Y | +35.8% | -79.6% | +115.3% | -5.3% |
| All | +35.8% | -79.6% | +115.4% | -5.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 3y: compounded portfolio wealth divided by compounded SPXS 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…
3y analysis · Full analysis span regression · 6 months rolling