-89.3%
SQQQ vs KNX
+34.6%
-123.9%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.5% | -1.0% | -3.5% |
| 7D | +1.8% | -5.6% | +7.4% | -1.8% |
| 30D | +4.2% | -4.4% | +8.6% | +1.7% |
| 3M | -3.3% | -17.3% | +14.0% | -12.8% |
| 6M | -43.6% | +22.6% | -66.3% | -33.3% |
| YTD | -41.9% | +31.1% | -73.0% | -27.1% |
| 1Y | -50.6% | +60.2% | -110.8% | -28.1% |
| 3Y | -89.3% | +35.8% | -125.1% | -84.7% |
| All | -89.3% | +34.6% | -123.9% | -84.7% |
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 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