-100.0%
SQQQ vs KNX
+166.7%
-266.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.5% | -1.0% | -3.8% |
| 7D | +1.8% | -5.6% | +7.4% | -2.9% |
| 30D | +4.2% | -4.4% | +8.6% | +0.9% |
| 3M | -3.3% | -17.3% | +14.0% | -15.8% |
| 6M | -43.6% | +22.6% | -66.3% | -30.1% |
| YTD | -41.9% | +31.1% | -73.0% | -22.7% |
| 1Y | -50.6% | +60.2% | -110.8% | -21.1% |
| 3Y | -89.3% | +35.8% | -125.1% | -82.4% |
| 5Y | -94.8% | +38.9% | -133.7% | -88.9% |
| All | -100.0% | +166.7% | -266.7% | -99.8% |
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