+3,557.9%
SNPS vs KNX
+5,045.1%
-1,487.2%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.8% | +3.1% | +0.9% |
| 7D | -5.5% | +2.3% | -7.8% | -6.0% |
| 30D | -4.5% | +0.5% | -4.9% | -4.7% |
| 3M | -15.5% | -14.1% | -1.3% | -12.9% |
| 6M | -10.1% | +19.8% | -29.8% | -14.6% |
| YTD | -16.3% | +32.7% | -49.0% | -22.7% |
| 1Y | -34.9% | +62.3% | -97.3% | -42.6% |
| 3Y | -14.4% | +36.8% | -51.2% | -22.7% |
| 5Y | +17.9% | +41.8% | -23.9% | +5.1% |
| 10Y | +574.2% | +169.7% | +404.6% | +403.9% |
| All | +3,557.9% | +5,045.1% | -1,487.2% | +1,402.3% |
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