+566.9%
SPMO vs KNX
+195.2%
+371.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +2.6% |
| 6M | +25.5% | +22.6% | +2.9% | +19.3% |
| YTD | +24.8% | +31.1% | -6.3% | +16.5% |
| 1Y | +24.5% | +60.2% | -35.7% | +10.4% |
| 3Y | +157.1% | +35.8% | +121.4% | +132.1% |
| 5Y | +149.5% | +38.9% | +110.6% | +120.8% |
| 10Y | +518.1% | +166.5% | +351.6% | +384.5% |
| All | +566.9% | +195.2% | +371.6% | +425.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling