+177.8%
SE vs KNX
+34.6%
+143.3%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.2% | -1.1% |
| 7D | -5.2% | -5.6% | +0.4% | -4.3% |
| 30D | -17.1% | -4.4% | -12.7% | -16.5% |
| 3M | +24.0% | -17.3% | +41.3% | +27.8% |
| 6M | +21.0% | +22.6% | -1.7% | +14.4% |
| YTD | -16.7% | +31.1% | -47.9% | -22.8% |
| 1Y | -45.9% | +60.2% | -106.1% | -52.5% |
| 3Y | +177.8% | +35.8% | +142.1% | +160.9% |
| All | +177.8% | +34.6% | +143.3% | +160.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling