+597.0%
SE vs KNX
+95.1%
+501.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.7% | +2.8% | +1.7% |
| 7D | +0.6% | +6.4% | -5.8% | -1.8% |
| 30D | -0.1% | +1.4% | -1.5% | -1.0% |
| 3M | +34.1% | -12.0% | +46.2% | +39.4% |
| 6M | +23.2% | +25.2% | -1.9% | +9.7% |
| YTD | -11.2% | +36.6% | -47.8% | -24.3% |
| 1Y | -40.5% | +67.6% | -108.1% | -54.2% |
| 3Y | +196.3% | +40.8% | +155.5% | +134.4% |
| 5Y | -67.0% | +43.3% | -110.4% | -73.7% |
| All | +597.0% | +95.1% | +501.9% | +385.0% |
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