+571.4%
KNX vs SPXS
-100.0%
+671.4%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.9% | -1.5% | +0.9% |
| 7D | -0.5% | +6.4% | -6.9% | +1.5% |
| 30D | +1.0% | +6.0% | -5.0% | +3.1% |
| 3M | -12.6% | -11.6% | -1.0% | -15.4% |
| 6M | +21.1% | -28.7% | +49.8% | +10.7% |
| YTD | +33.2% | -26.3% | +59.5% | +23.9% |
| 1Y | +67.8% | -34.9% | +102.7% | +51.1% |
| 3Y | +37.3% | -79.5% | +116.8% | -5.1% |
| 5Y | +41.1% | -85.9% | +127.0% | -0.4% |
| 10Y | +170.6% | -99.5% | +270.1% | -14.1% |
| All | +571.4% | -100.0% | +671.4% | -34.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling