+160.2%
KNX vs SAN
+357.1%
-196.8%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.3% | -3.8% | -2.2% |
| 7D | -5.6% | +0.2% | -5.8% | -5.6% |
| 30D | -4.4% | +0.9% | -5.4% | -4.7% |
| 3M | -17.3% | +19.1% | -36.4% | -21.8% |
| 6M | +22.6% | +33.2% | -10.6% | +11.9% |
| YTD | +31.1% | +29.1% | +2.0% | +20.1% |
| 1Y | +60.2% | +50.2% | +10.0% | +40.0% |
| 3Y | +35.8% | +351.0% | -315.3% | -16.5% |
| 5Y | +38.9% | +394.7% | -355.8% | -19.5% |
| All | +160.2% | +357.1% | -196.8% | +54.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling