+37.4%
KNX vs SBAC
-8.7%
+46.1%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.0% | -1.8% | -2.7% |
| 7D | +2.3% | +0.2% | +2.2% | +2.3% |
| 30D | +0.5% | +3.9% | -3.4% | -0.1% |
| 3M | -14.1% | -8.2% | -6.0% | -13.2% |
| 6M | +19.8% | -2.8% | +22.6% | +19.9% |
| YTD | +32.7% | -1.5% | +34.3% | +32.5% |
| 1Y | +62.3% | 0.0% | +62.3% | +61.6% |
| All | +37.4% | -8.7% | +46.1% | +32.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling