+18.0%
KNX vs SN
+476.8%
-458.8%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.3% | +0.5% | -2.1% |
| 7D | +2.3% | -3.4% | +5.7% | +3.1% |
| 30D | +0.5% | -9.1% | +9.5% | +2.6% |
| 3M | -14.1% | +31.8% | -45.9% | -19.8% |
| 6M | +19.8% | +52.0% | -32.3% | +7.6% |
| YTD | +32.7% | +51.3% | -18.6% | +19.3% |
| 1Y | +62.3% | +46.9% | +15.5% | +46.3% |
| 3Y | +36.8% | +394.9% | -358.1% | +11.0% |
| All | +18.0% | +476.8% | -458.8% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling