+23.5%
KNX vs SN
+490.7%
-467.2%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.0% | +4.8% | +4.0% |
| 7D | +7.4% | -9.3% | +16.7% | +9.8% |
| 30D | +2.0% | -4.8% | +6.8% | +3.0% |
| 3M | -7.9% | +40.4% | -48.3% | -15.3% |
| 6M | +14.4% | +50.9% | -36.6% | +3.0% |
| YTD | +38.9% | +54.9% | -16.0% | +24.1% |
| 1Y | +65.9% | +43.0% | +22.9% | +50.4% |
| 3Y | +35.8% | +391.8% | -356.0% | +9.6% |
| All | +23.5% | +490.7% | -467.2% | -0.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling