-5.3%
SYK vs KNX
+34.4%
-39.7%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.6% | +3.3% | -1.1% |
| 7D | +7.5% | -2.7% | +10.2% | +7.6% |
| 30D | +20.4% | -8.0% | +28.4% | +21.0% |
| 3M | -0.3% | -15.8% | +15.5% | +0.7% |
| 6M | +14.2% | -3.0% | +17.1% | +12.4% |
| YTD | -3.8% | +14.7% | -18.6% | -7.7% |
| 1Y | -5.3% | +35.0% | -40.3% | -10.7% |
| All | -5.3% | +34.4% | -39.7% | -10.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling