-76.8%
SNAP vs KNX
+124.3%
-201.1%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.5% | +4.4% | +3.5% |
| 7D | +3.8% | -5.6% | +9.4% | +6.1% |
| 30D | +9.2% | -4.4% | +13.6% | +10.7% |
| 3M | +6.6% | -17.3% | +23.9% | +14.0% |
| 6M | +16.9% | +22.6% | -5.8% | +5.7% |
| YTD | -29.6% | +31.1% | -60.8% | -38.4% |
| 1Y | -22.1% | +60.2% | -82.3% | -37.8% |
| 3Y | -39.8% | +35.8% | -75.6% | -49.4% |
| 5Y | -92.4% | +38.9% | -131.3% | -93.6% |
| All | -76.8% | +124.3% | -201.1% | -84.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling