-24.2%
SKHY vs KNX
-24.6%
+0.4%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.8% | +4.6% | +3.7% |
| 7D | -14.7% | -3.9% | -10.8% | -12.3% |
| 30D | -28.6% | -8.2% | -20.4% | -25.5% |
| 3M | -11.3% | -15.4% | +4.2% | -2.0% |
| All | -24.2% | -24.6% | +0.4% | -13.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KNX.
Daily Out/Under-Performance
Portfolio return minus KNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KNX 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 1y: compounded portfolio wealth divided by compounded KNX 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…
1y analysis · Full analysis span regression · Available span rolling