+2,778.6%
SPY vs KNX
+5,045.1%
-2,266.5%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.8% | +2.4% | +0.1% |
| 7D | -0.4% | +2.3% | -2.7% | -0.9% |
| 30D | -1.4% | +0.5% | -1.8% | -1.6% |
| 3M | +3.7% | -14.1% | +17.8% | +6.6% |
| 6M | +13.0% | +19.8% | -6.8% | +8.1% |
| YTD | +12.4% | +32.7% | -20.3% | +5.0% |
| 1Y | +18.5% | +62.3% | -43.8% | +5.7% |
| 3Y | +77.6% | +36.8% | +40.8% | +61.4% |
| 5Y | +81.7% | +41.8% | +39.9% | +62.4% |
| 10Y | +319.7% | +169.7% | +150.0% | +219.1% |
| All | +2,778.6% | +5,045.1% | -2,266.5% | +1,458.4% |
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