-73.1%
SMR vs KNX
+68.2%
-141.3%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.8% | -4.3% | -1.4% |
| 7D | +4.4% | +7.4% | -3.0% | +2.7% |
| 30D | +3.4% | +2.0% | +1.5% | +3.0% |
| 3M | -19.2% | -7.9% | -11.3% | -17.8% |
| 6M | -22.6% | +14.4% | -37.0% | -26.8% |
| YTD | -31.5% | +38.9% | -70.5% | -36.0% |
| 1Y | -73.1% | +65.9% | -139.0% | -74.9% |
| All | -73.1% | +68.2% | -141.3% | -74.9% |
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