+338.3%
SU vs KNX
+37.6%
+300.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | +0.1% |
| 7D | +2.2% | -5.6% | +7.8% | +3.0% |
| 30D | +8.4% | -4.4% | +12.8% | +9.0% |
| 3M | +12.1% | -17.3% | +29.4% | +14.7% |
| 6M | +19.7% | +22.6% | -3.0% | +15.3% |
| YTD | +58.4% | +31.1% | +27.3% | +50.3% |
| 1Y | +67.2% | +60.2% | +7.0% | +52.3% |
| 3Y | +125.0% | +35.8% | +89.3% | +107.1% |
| All | +338.3% | +37.6% | +300.7% | +305.5% |
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