+3,244.2%
SO vs KNX
+5,194.7%
-1,950.5%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.7% | +2.7% | +1.1% |
| 7D | +1.0% | +6.4% | -5.4% | +0.5% |
| 30D | -3.2% | +1.4% | -4.6% | -3.4% |
| 3M | -1.7% | -12.0% | +10.3% | -0.8% |
| 6M | -7.2% | +25.2% | -32.3% | -9.1% |
| YTD | +4.6% | +36.6% | -32.0% | +1.5% |
| 1Y | +1.2% | +67.6% | -66.4% | -3.6% |
| 3Y | +45.3% | +40.8% | +4.5% | +39.1% |
| 5Y | +58.7% | +43.3% | +15.4% | +50.9% |
| 10Y | +155.9% | +170.1% | -14.2% | +128.3% |
| All | +3,244.2% | +5,194.7% | -1,950.5% | +2,749.2% |
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