+65.4%
KNX vs SAN
+58.9%
+6.5%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.8% | +4.3% | +3.7% |
| 7D | +7.1% | +1.8% | +5.3% | +6.6% |
| 30D | +1.7% | +2.0% | -0.3% | +1.2% |
| 3M | -8.1% | +19.7% | -27.9% | -12.8% |
| 6M | +14.0% | +30.6% | -16.6% | +5.1% |
| YTD | +38.5% | +28.8% | +9.7% | +25.6% |
| 1Y | +65.4% | +57.8% | +7.7% | +47.7% |
| All | +65.4% | +58.9% | +6.5% | +47.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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