+22.6%
KNX vs SPXS
-30.3%
+52.9%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| 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% | -19.1% |
| 6M | +22.6% | -30.7% | +53.3% | +10.1% |
| All | +22.6% | -30.3% | +52.9% | +10.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling