-16.5%
SOUN vs KNX
+48.1%
-64.7%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | +0.4% |
| 7D | -7.1% | -5.6% | -1.5% | -4.5% |
| 30D | -15.4% | -4.4% | -11.0% | -13.6% |
| 3M | -10.6% | -17.3% | +6.8% | -2.5% |
| 6M | -19.6% | +22.6% | -42.3% | -29.3% |
| YTD | -37.2% | +31.1% | -68.4% | -47.1% |
| 1Y | -57.1% | +60.2% | -117.3% | -68.0% |
| 3Y | +178.2% | +35.8% | +142.5% | +121.3% |
| All | -16.5% | +48.1% | -64.7% | -34.2% |
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