-77.8%
SNAP vs KNX
+133.6%
-211.4%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +0.9% | -0.1% |
| 7D | +1.5% | +6.4% | -4.9% | -1.0% |
| 30D | +1.9% | +1.4% | +0.5% | +0.8% |
| 3M | -3.9% | -12.0% | +8.1% | +0.3% |
| 6M | +5.2% | +25.2% | -19.9% | -5.6% |
| YTD | -32.7% | +36.6% | -69.3% | -42.0% |
| 1Y | -24.8% | +67.6% | -92.4% | -40.9% |
| 3Y | -42.2% | +40.8% | -83.0% | -52.1% |
| 5Y | -92.7% | +43.3% | -136.0% | -94.0% |
| All | -77.8% | +133.6% | -211.4% | -85.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling