-10.0%
BA vs KNX
+63.7%
-73.6%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -0.8% |
| 7D | -2.7% | -0.5% | -2.2% | -2.7% |
| 30D | -12.2% | +1.0% | -13.2% | -12.3% |
| 3M | -2.0% | -12.6% | +10.6% | -1.0% |
| 6M | -6.0% | +21.1% | -27.0% | -8.5% |
| YTD | -5.7% | +33.2% | -38.9% | -9.8% |
| 1Y | -10.0% | +67.8% | -77.8% | -17.0% |
| All | -10.0% | +63.7% | -73.6% | -17.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling