-16.1%
BA vs KNX
+29.0%
-45.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.7% | -1.5% |
| 7D | -0.6% | +3.8% | -4.4% | -1.5% |
| 30D | -8.0% | -2.0% | -6.0% | -7.7% |
| 3M | -25.8% | -13.2% | -12.6% | -23.4% |
| 6M | -27.6% | +3.6% | -31.2% | -29.6% |
| YTD | -21.0% | +19.1% | -40.1% | -27.3% |
| 1Y | -12.3% | +39.5% | -51.8% | -23.7% |
| All | -16.1% | +29.0% | -45.1% | -26.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling