-53.5%
SNAP vs KNX
+33.3%
-86.7%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.3% | -2.6% | -0.7% |
| 7D | +6.0% | +9.2% | -3.2% | +2.0% |
| 30D | -13.8% | +0.9% | -14.7% | -14.1% |
| 3M | -0.8% | -12.7% | +12.0% | +4.7% |
| 6M | -6.2% | +7.3% | -13.6% | -11.5% |
| YTD | -34.8% | +23.1% | -57.9% | -43.6% |
| 1Y | -38.7% | +47.1% | -85.7% | -52.2% |
| 3Y | -53.5% | +33.3% | -86.7% | -62.4% |
| All | -53.5% | +33.3% | -86.7% | -62.4% |
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 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