+45.5%
SRE vs KNX
+37.6%
+7.9%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.6% |
| 7D | -0.8% | -5.6% | +4.8% | 0.0% |
| 30D | -3.0% | -4.4% | +1.4% | -2.5% |
| 3M | -8.3% | -17.3% | +9.0% | -5.9% |
| 6M | -8.9% | +22.6% | -31.5% | -12.7% |
| YTD | -4.3% | +31.1% | -35.4% | -9.6% |
| 1Y | +2.7% | +60.2% | -57.5% | -6.9% |
| 3Y | +28.7% | +35.8% | -7.1% | +18.3% |
| All | +45.5% | +37.6% | +7.9% | +28.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling