-14.4%
SMR vs KNX
+33.4%
-47.8%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | -1.5% | -14.1% | -15.1% |
| 7D | -11.2% | -5.6% | -5.7% | -9.5% |
| 30D | -10.2% | -4.4% | -5.8% | -8.8% |
| 3M | -10.0% | -17.3% | +7.3% | -4.4% |
| 6M | -30.5% | +22.6% | -53.1% | -36.2% |
| YTD | -39.2% | +31.1% | -70.4% | -45.6% |
| 1Y | -75.5% | +60.2% | -135.7% | -79.9% |
| 3Y | +45.4% | +35.8% | +9.7% | +28.4% |
| All | -14.4% | +33.4% | -47.8% | -25.8% |
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