-22.4%
BA vs KNX
+10.2%
-32.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.7% | -1.4% |
| 7D | -0.6% | +3.8% | -4.4% | -1.7% |
| 30D | -8.0% | -2.0% | -6.0% | -7.7% |
| 3M | -25.8% | -13.2% | -12.6% | -22.9% |
| 6M | -27.6% | +3.6% | -31.2% | -29.8% |
| YTD | -21.0% | +19.1% | -40.1% | -27.9% |
| 1Y | -12.3% | +39.5% | -51.8% | -24.5% |
| 3Y | -12.8% | +28.7% | -41.5% | -25.6% |
| 5Y | -22.4% | +8.5% | -30.9% | -31.2% |
| All | -22.4% | +10.2% | -32.6% | -31.2% |
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 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