-92.6%
SNAP vs KNX
+41.5%
-134.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.3% | +3.6% | +3.8% |
| 7D | -3.2% | -0.5% | -2.7% | -3.0% |
| 30D | +0.2% | +1.0% | -0.8% | -1.1% |
| 3M | +2.6% | -12.6% | +15.2% | +9.1% |
| 6M | +12.4% | +21.1% | -8.7% | -2.1% |
| YTD | -31.6% | +33.2% | -64.8% | -44.2% |
| 1Y | -21.7% | +67.8% | -89.5% | -45.6% |
| 3Y | -41.2% | +37.3% | -78.5% | -55.5% |
| 5Y | -92.6% | +41.1% | -133.7% | -94.6% |
| All | -92.6% | +41.5% | -134.0% | -94.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling