+16.6%
KNX vs SN
+447.8%
-431.2%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.1% | -0.4% | -1.3% |
| 7D | -5.6% | -7.3% | +1.7% | -3.9% |
| 30D | -4.4% | -13.6% | +9.2% | -1.2% |
| 3M | -17.3% | +18.6% | -35.9% | -20.9% |
| 6M | +22.6% | +46.0% | -23.3% | +11.3% |
| YTD | +31.1% | +43.7% | -12.6% | +19.2% |
| 1Y | +60.2% | +39.2% | +21.0% | +46.2% |
| 3Y | +35.8% | +306.5% | -270.7% | +11.2% |
| All | +16.6% | +447.8% | -431.2% | -4.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling