+153.1%
SO vs KNX
+166.7%
-13.7%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.9% | -0.5% |
| 7D | -1.1% | -5.6% | +4.5% | -0.4% |
| 30D | -5.0% | -4.4% | -0.6% | -4.6% |
| 3M | -5.8% | -17.3% | +11.6% | -3.8% |
| 6M | -7.9% | +22.6% | -30.6% | -10.8% |
| YTD | +2.4% | +31.1% | -28.7% | -1.9% |
| 1Y | -2.3% | +60.2% | -62.5% | -9.2% |
| 3Y | +41.9% | +35.8% | +6.1% | +32.8% |
| 5Y | +58.1% | +38.9% | +19.1% | +45.1% |
| All | +153.1% | +166.7% | -13.7% | +112.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling