+167.6%
SYK vs KNX
+170.9%
-3.3%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.3% | -2.3% | -2.0% |
| 7D | -12.3% | -0.5% | -11.8% | -12.2% |
| 30D | -22.4% | +1.0% | -23.5% | -22.7% |
| 3M | -12.3% | -12.6% | +0.3% | -10.0% |
| 6M | -24.3% | +21.1% | -45.4% | -28.5% |
| YTD | -22.8% | +33.2% | -56.0% | -28.9% |
| 1Y | -28.8% | +67.8% | -96.6% | -38.4% |
| 3Y | -4.0% | +37.3% | -41.3% | -15.1% |
| 5Y | +3.8% | +41.1% | -37.2% | -10.1% |
| All | +167.6% | +170.9% | -3.3% | +100.5% |
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