+41.1%
KNX vs SBAC
-45.4%
+86.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.8% | +3.2% | +1.0% |
| 7D | -0.5% | -5.3% | +4.8% | +0.7% |
| 30D | +1.0% | +0.4% | +0.6% | +0.9% |
| 3M | -12.6% | -11.9% | -0.8% | -10.2% |
| 6M | +21.1% | -4.5% | +25.6% | +21.4% |
| YTD | +33.2% | -4.3% | +37.5% | +33.2% |
| 1Y | +67.8% | -3.9% | +71.7% | +67.4% |
| 3Y | +37.3% | -11.0% | +48.3% | +35.9% |
| 5Y | +41.1% | -44.1% | +85.2% | +58.0% |
| All | +41.1% | -45.4% | +86.4% | +58.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling