+38.7%
KNX vs SNY
+9.4%
+29.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.7% | -1.6% |
| 7D | -5.6% | -3.3% | -2.3% | -4.9% |
| 30D | -4.4% | -2.2% | -2.3% | -4.0% |
| 3M | -17.3% | -3.0% | -14.3% | -16.8% |
| 6M | +22.6% | +2.7% | +19.9% | +21.8% |
| YTD | +31.1% | -6.8% | +38.0% | +32.8% |
| 1Y | +60.2% | -5.3% | +65.5% | +61.5% |
| 3Y | +35.8% | -9.8% | +45.5% | +36.9% |
| All | +38.7% | +9.4% | +29.3% | +30.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling