+813.5%
SPYM vs KNX
+346.2%
+467.2%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -1.0% | -0.7% |
| 7D | -2.0% | -0.5% | -1.5% | -1.9% |
| 30D | -1.6% | +1.0% | -2.7% | -2.0% |
| 3M | +4.7% | -12.6% | +17.4% | +8.0% |
| 6M | +12.6% | +21.1% | -8.5% | +6.0% |
| YTD | +11.8% | +33.2% | -21.4% | +2.2% |
| 1Y | +17.5% | +67.8% | -50.2% | +0.4% |
| 3Y | +77.0% | +37.3% | +39.6% | +55.7% |
| 5Y | +82.6% | +41.1% | +41.5% | +57.3% |
| 10Y | +320.3% | +170.6% | +149.7% | +188.7% |
| All | +813.5% | +346.2% | +467.2% | +381.0% |
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