+314.7%
SPY vs KNX
+166.7%
+148.0%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.4% | +1.2% |
| 7D | -0.8% | -5.6% | +4.8% | +0.7% |
| 30D | -1.1% | -4.4% | +3.3% | -0.1% |
| 3M | +3.9% | -17.3% | +21.2% | +8.6% |
| 6M | +13.6% | +22.6% | -9.0% | +6.6% |
| YTD | +12.7% | +31.1% | -18.5% | +3.4% |
| 1Y | +17.5% | +60.2% | -42.7% | +1.5% |
| 3Y | +76.9% | +35.8% | +41.2% | +56.0% |
| 5Y | +83.6% | +38.9% | +44.7% | +58.4% |
| All | +314.7% | +166.7% | +148.0% | +195.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling