+171.9%
SAP vs KNX
+166.7%
+5.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +0.5% |
| 7D | -4.1% | -5.6% | +1.5% | -2.9% |
| 30D | +1.1% | -4.4% | +5.5% | +2.0% |
| 3M | +26.1% | -17.3% | +43.4% | +31.1% |
| 6M | +9.8% | +22.6% | -12.8% | +3.8% |
| YTD | -13.6% | +31.1% | -44.7% | -19.9% |
| 1Y | -18.7% | +60.2% | -78.9% | -28.6% |
| 3Y | +54.1% | +35.8% | +18.4% | +37.5% |
| 5Y | +54.7% | +38.9% | +15.8% | +34.9% |
| All | +171.9% | +166.7% | +5.1% | +101.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KNX.
Daily Out/Under-Performance
Portfolio return minus KNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KNX 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 10y: compounded portfolio wealth divided by compounded KNX 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…
10y analysis · Full analysis span regression · 6 months rolling