+4,850.9%
KNX vs SAN
+2,086.7%
+2,764.1%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.5% |
| 7D | +6.4% | +3.3% | +3.1% | +5.4% |
| 30D | +1.4% | +1.1% | +0.3% | +1.1% |
| 3M | -12.0% | +22.2% | -34.2% | -17.4% |
| 6M | +25.2% | +36.0% | -10.9% | +13.6% |
| YTD | +36.6% | +28.2% | +8.3% | +25.5% |
| 1Y | +67.6% | +54.1% | +13.5% | +45.5% |
| 3Y | +40.8% | +354.2% | -313.4% | -13.2% |
| 5Y | +43.3% | +387.3% | -343.9% | -16.1% |
| 10Y | +170.1% | +334.8% | -164.7% | +53.1% |
| All | +4,850.9% | +2,086.7% | +2,764.1% | +1,793.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling