+35.0%
KNX vs SARO
-6.5%
+41.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.6% | -3.0% | -4.4% |
| 7D | -2.7% | +6.3% | -9.1% | -3.6% |
| 30D | -8.0% | +20.8% | -28.8% | -10.6% |
| 3M | -15.8% | -18.4% | +2.6% | -13.5% |
| 6M | -3.0% | +0.8% | -3.8% | -5.8% |
| YTD | +14.7% | -11.8% | +26.5% | +16.3% |
| 1Y | +35.0% | -7.3% | +42.3% | +35.2% |
| All | +35.0% | -6.5% | +41.6% | +35.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO 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 SARO 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