+40.9%
KNX vs SN
+156.5%
-115.5%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.1% | -4.8% | -1.9% |
| 7D | +2.5% | +10.6% | -8.2% | -0.6% |
| 30D | -4.4% | +20.0% | -24.4% | -9.6% |
| 3M | -12.7% | +30.4% | -43.0% | -19.9% |
| 6M | +0.9% | +91.0% | -90.1% | -20.1% |
| YTD | +20.3% | +95.9% | -75.6% | -6.3% |
| 1Y | +40.9% | +158.9% | -117.9% | -3.0% |
| All | +40.9% | +156.5% | -115.5% | -3.0% |
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