+265.2%
SU vs KNX
+166.7%
+98.4%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | +0.2% |
| 7D | +2.2% | -5.6% | +7.8% | +3.3% |
| 30D | +8.4% | -4.4% | +12.8% | +9.3% |
| 3M | +12.1% | -17.3% | +29.4% | +16.0% |
| 6M | +19.7% | +22.6% | -3.0% | +13.5% |
| YTD | +58.4% | +31.1% | +27.3% | +47.4% |
| 1Y | +67.2% | +60.2% | +7.0% | +47.8% |
| 3Y | +125.0% | +35.8% | +89.3% | +101.6% |
| 5Y | +355.1% | +38.9% | +316.1% | +297.4% |
| All | +265.2% | +166.7% | +98.4% | +149.2% |
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 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