+29.6%
SNOW vs KNX
+64.5%
-34.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | +0.3% |
| 7D | -2.4% | -5.6% | +3.2% | -0.5% |
| 30D | -1.0% | -4.4% | +3.4% | +0.5% |
| 3M | +36.9% | -17.3% | +54.2% | +45.4% |
| 6M | +83.4% | +22.6% | +60.7% | +67.7% |
| YTD | +50.0% | +31.1% | +18.8% | +32.2% |
| 1Y | +46.5% | +60.2% | -13.7% | +17.4% |
| 3Y | +93.3% | +35.8% | +57.6% | +60.7% |
| 5Y | +3.3% | +38.9% | -35.6% | -16.0% |
| All | +29.6% | +64.5% | -34.9% | +4.9% |
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 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