+33.3%
KNX vs SN
+440.0%
-406.7%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +2.8% | +0.5% | +2.5% |
| 7D | +9.2% | +1.5% | +7.7% | +8.8% |
| 30D | +0.9% | +21.5% | -20.6% | -4.6% |
| 3M | -12.7% | +20.0% | -32.8% | -17.4% |
| 6M | +7.3% | +119.9% | -112.6% | -15.4% |
| YTD | +23.1% | +102.3% | -79.2% | -1.3% |
| 1Y | +47.1% | +148.0% | -100.9% | +11.3% |
| 3Y | +33.3% | +450.0% | -416.7% | -12.7% |
| All | +33.3% | +440.0% | -406.7% | -12.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling