+41.1%
KNX vs SPY
+79.8%
-38.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.9% |
| 7D | -0.5% | -2.0% | +1.5% | +1.5% |
| 30D | +1.0% | -1.7% | +2.7% | +2.7% |
| 3M | -12.6% | +4.7% | -17.4% | -16.5% |
| 6M | +21.1% | +12.5% | +8.6% | +8.1% |
| YTD | +33.2% | +11.7% | +21.5% | +19.9% |
| 1Y | +67.8% | +17.5% | +50.3% | +43.8% |
| 3Y | +37.3% | +76.6% | -39.2% | -19.0% |
| 5Y | +41.1% | +82.0% | -41.0% | -20.2% |
| All | +41.1% | +79.8% | -38.7% | -20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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