+54.4%
SAP vs KNX
+41.5%
+13.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.3% | -1.9% | -1.6% |
| 7D | -5.1% | -0.5% | -4.6% | -5.0% |
| 30D | -1.8% | +1.0% | -2.8% | -2.1% |
| 3M | +20.9% | -12.6% | +33.6% | +23.9% |
| 6M | +7.0% | +21.1% | -14.1% | +1.6% |
| YTD | -13.7% | +33.2% | -46.9% | -20.3% |
| 1Y | -19.6% | +67.8% | -87.4% | -30.1% |
| 3Y | +52.4% | +37.3% | +15.1% | +35.7% |
| 5Y | +54.4% | +41.1% | +13.4% | +31.9% |
| All | +54.4% | +41.5% | +13.0% | +31.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling