+2,642.6%
KNX vs SBAC
+2,199.0%
+443.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.6% |
| 7D | +6.4% | -0.1% | +6.5% | +6.4% |
| 30D | +1.4% | +3.2% | -1.8% | +1.0% |
| 3M | -12.0% | -5.1% | -7.0% | -11.6% |
| 6M | +25.2% | -2.1% | +27.3% | +24.9% |
| YTD | +36.6% | -0.5% | +37.1% | +35.9% |
| 1Y | +67.6% | +1.1% | +66.5% | +66.4% |
| 3Y | +40.8% | -7.4% | +48.3% | +40.3% |
| 5Y | +43.3% | -44.3% | +87.7% | +51.2% |
| 10Y | +170.1% | +77.6% | +92.5% | +146.1% |
| All | +2,642.6% | +2,199.0% | +443.6% | +2,015.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling