+327.2%
SMH vs KNX
+37.6%
+289.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.5% | +3.0% | +2.1% |
| 7D | +0.3% | -5.6% | +5.9% | +2.6% |
| 30D | -2.8% | -4.4% | +1.6% | -1.1% |
| 3M | -6.7% | -17.3% | +10.6% | +0.5% |
| 6M | +41.8% | +22.6% | +19.1% | +29.0% |
| YTD | +57.9% | +31.1% | +26.7% | +38.5% |
| 1Y | +87.6% | +60.2% | +27.4% | +49.1% |
| 3Y | +282.9% | +35.8% | +247.2% | +214.3% |
| All | +327.2% | +37.6% | +289.6% | +241.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling