+2,169.0%
SAP vs KNX
+4,241.2%
-2,072.2%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.8% | +1.7% | -0.5% |
| 7D | -0.3% | +2.3% | -2.6% | -0.8% |
| 30D | +0.3% | +0.5% | -0.2% | 0.0% |
| 3M | +16.9% | -14.1% | +31.0% | +20.3% |
| 6M | +6.3% | +19.8% | -13.4% | +1.3% |
| YTD | -12.4% | +32.7% | -45.1% | -18.7% |
| 1Y | -21.6% | +62.3% | -84.0% | -30.8% |
| 3Y | +54.8% | +36.8% | +17.9% | +38.9% |
| 5Y | +56.2% | +41.8% | +14.4% | +37.4% |
| 10Y | +179.0% | +169.7% | +9.4% | +103.6% |
| All | +2,169.0% | +4,241.2% | -2,072.2% | +1,082.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling