+1,770.3%
SMCI vs KNX
+166.7%
+1,603.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -1.5% | +8.8% | +7.9% |
| 7D | +1.3% | -5.6% | +6.9% | +3.5% |
| 30D | +6.6% | -4.4% | +11.0% | +8.4% |
| 3M | +25.4% | -17.3% | +42.8% | +34.5% |
| 6M | +26.1% | +22.6% | +3.5% | +17.9% |
| YTD | +37.0% | +31.1% | +5.9% | +24.8% |
| 1Y | -8.8% | +60.2% | -69.0% | -22.7% |
| 3Y | +44.6% | +35.8% | +8.8% | +26.4% |
| 5Y | +995.9% | +38.9% | +957.0% | +852.6% |
| All | +1,770.3% | +166.7% | +1,603.6% | +1,289.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling