+7.0%
SHW vs KNX
+45.0%
-38.0%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -0.7% | +7.4% | +6.8% |
| 7D | +13.3% | +2.5% | +10.8% | +12.6% |
| 30D | +14.1% | -4.4% | +18.6% | +15.3% |
| 3M | +0.8% | -12.7% | +13.4% | +3.9% |
| 6M | +17.6% | +0.9% | +16.7% | +15.3% |
| YTD | +13.0% | +20.3% | -7.3% | +3.8% |
| 1Y | +7.0% | +40.9% | -34.0% | -6.4% |
| All | +7.0% | +45.0% | -38.0% | -6.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling