+160.2%
KNX vs SBAC
+87.1%
+73.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.2% | -3.8% | -2.1% |
| 7D | -5.6% | -2.1% | -3.5% | -5.1% |
| 30D | -4.4% | +2.0% | -6.4% | -4.9% |
| 3M | -17.3% | -8.3% | -9.0% | -15.8% |
| 6M | +22.6% | +0.3% | +22.3% | +21.3% |
| YTD | +31.1% | -2.2% | +33.4% | +30.3% |
| 1Y | +60.2% | -4.6% | +64.8% | +60.1% |
| 3Y | +35.8% | -8.3% | +44.0% | +34.0% |
| 5Y | +38.9% | -42.8% | +81.7% | +53.7% |
| All | +160.2% | +87.1% | +73.1% | +152.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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