+157.1%
SPMO vs KNX
+34.6%
+122.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.1% | +0.9% |
| 7D | -0.9% | -5.6% | +4.6% | +0.3% |
| 30D | -1.9% | -4.4% | +2.5% | -1.0% |
| 3M | -1.4% | -17.3% | +16.0% | +2.4% |
| 6M | +25.5% | +22.6% | +2.9% | +19.8% |
| YTD | +24.8% | +31.1% | -6.3% | +17.1% |
| 1Y | +24.5% | +60.2% | -35.7% | +11.1% |
| 3Y | +157.1% | +35.8% | +121.4% | +137.1% |
| All | +157.1% | +34.6% | +122.6% | +137.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling