+65.4%
KNX vs SN
+46.4%
+19.0%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.0% | +4.5% | +3.8% |
| 7D | +7.1% | -9.3% | +16.4% | +9.8% |
| 30D | +1.7% | -4.8% | +6.5% | +2.9% |
| 3M | -8.1% | +40.4% | -48.6% | -17.0% |
| 6M | +14.0% | +50.9% | -36.9% | -0.3% |
| YTD | +38.5% | +54.9% | -16.4% | +20.7% |
| 1Y | +65.4% | +43.0% | +22.4% | +48.5% |
| All | +65.4% | +46.4% | +19.0% | +48.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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