-43.7%
SNAP vs KNX
+36.2%
-79.9%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.8% | +0.6% | -1.0% |
| 7D | -5.0% | +2.3% | -7.3% | -6.0% |
| 30D | -0.7% | +0.5% | -1.2% | -1.5% |
| 3M | -5.0% | -14.1% | +9.1% | +0.6% |
| 6M | +3.5% | +19.8% | -16.3% | -7.0% |
| YTD | -34.2% | +32.7% | -66.9% | -44.2% |
| 1Y | -27.1% | +62.3% | -89.4% | -45.1% |
| All | -43.7% | +36.2% | -79.9% | -54.9% |
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