+160.2%
KNX vs SPYG
+424.6%
-264.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.8% | -2.4% | -2.1% |
| 7D | -5.6% | -0.9% | -4.7% | -5.0% |
| 30D | -4.4% | -1.5% | -2.9% | -3.3% |
| 3M | -17.3% | +3.7% | -21.1% | -19.6% |
| 6M | +22.6% | +16.4% | +6.2% | +9.9% |
| YTD | +31.1% | +13.3% | +17.8% | +19.7% |
| 1Y | +60.2% | +17.9% | +42.3% | +41.9% |
| 3Y | +35.8% | +98.3% | -62.6% | -17.8% |
| 5Y | +38.9% | +86.4% | -47.5% | -13.5% |
| All | +160.2% | +424.6% | -264.3% | -31.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 10y: compounded portfolio wealth divided by compounded SPYG 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…
10y analysis · Full analysis span regression · 6 months rolling