+233.5%
SPOT vs KNX
+34.6%
+198.9%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.3% | +0.9% |
| 7D | -3.1% | -5.6% | +2.5% | -2.6% |
| 30D | +7.4% | -4.4% | +11.8% | +7.7% |
| 3M | +8.2% | -17.3% | +25.5% | +10.1% |
| 6M | +2.2% | +22.6% | -20.4% | -1.1% |
| YTD | -9.5% | +31.1% | -40.6% | -13.3% |
| 1Y | -23.8% | +60.2% | -84.0% | -29.4% |
| 3Y | +233.5% | +35.8% | +197.7% | +221.9% |
| All | +233.5% | +34.6% | +198.9% | +221.9% |
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 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