-85.6%
SMR vs KNX
+45.0%
-130.6%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.7% | -3.8% | -4.2% |
| 7D | -9.5% | +2.5% | -12.0% | -10.4% |
| 30D | -33.2% | -4.4% | -28.8% | -32.1% |
| 3M | -45.9% | -12.7% | -33.3% | -43.2% |
| 6M | -57.9% | +0.9% | -58.8% | -59.5% |
| YTD | -63.8% | +20.3% | -84.1% | -69.0% |
| 1Y | -85.6% | +40.9% | -126.5% | -88.8% |
| All | -85.6% | +45.0% | -130.6% | -88.8% |
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 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 · 6 months rolling