+65.9%
KNX vs SNY
+2.0%
+63.9%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.2% | +4.0% | +3.8% |
| 7D | +7.4% | -1.3% | +8.7% | +7.8% |
| 30D | +2.0% | +3.4% | -1.5% | +0.8% |
| 3M | -7.9% | -0.3% | -7.6% | -7.9% |
| 6M | +14.4% | +1.0% | +13.3% | +13.6% |
| YTD | +38.9% | -3.6% | +42.5% | +39.2% |
| 1Y | +65.9% | +3.0% | +62.9% | +65.0% |
| All | +65.9% | +2.0% | +63.9% | +65.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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