+2,820.6%
SYY vs KNX
+4,983.8%
-2,163.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.5% | +2.6% | +1.3% |
| 7D | +3.9% | -5.6% | +9.5% | +4.7% |
| 30D | -1.7% | -4.4% | +2.7% | -1.3% |
| 3M | +5.2% | -17.3% | +22.5% | +7.6% |
| 6M | -0.2% | +22.6% | -22.8% | -3.5% |
| YTD | +15.4% | +31.1% | -15.8% | +10.4% |
| 1Y | +5.6% | +60.2% | -54.6% | -2.0% |
| 3Y | +28.9% | +35.8% | -6.9% | +20.9% |
| 5Y | +24.1% | +38.9% | -14.8% | +15.2% |
| 10Y | +116.2% | +166.5% | -50.2% | +81.6% |
| All | +2,820.6% | +4,983.8% | -2,163.1% | +2,014.1% |
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