+0.5%
SPGI vs KNX
+41.5%
-40.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.3% | -2.2% | -2.0% |
| 7D | -8.9% | -0.5% | -8.4% | -8.8% |
| 30D | +0.6% | +1.0% | -0.4% | +0.3% |
| 3M | +2.0% | -12.6% | +14.6% | +4.7% |
| 6M | +0.1% | +21.1% | -21.0% | -5.7% |
| YTD | -16.4% | +33.2% | -49.6% | -23.6% |
| 1Y | -18.9% | +67.8% | -86.7% | -31.0% |
| 3Y | +13.8% | +37.3% | -23.6% | 0.0% |
| 5Y | +0.5% | +41.1% | -40.6% | -13.6% |
| All | +0.5% | +41.5% | -40.9% | -13.6% |
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 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