+35.8%
KNX vs SAN
+352.3%
-316.5%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.3% | -3.8% | -2.1% |
| 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% | -21.2% |
| 6M | +22.6% | +33.2% | -10.6% | +13.1% |
| YTD | +31.1% | +29.1% | +2.0% | +21.0% |
| 1Y | +60.2% | +50.2% | +10.0% | +42.0% |
| 3Y | +35.8% | +351.0% | -315.3% | -7.6% |
| All | +35.8% | +352.3% | -316.5% | -7.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling