+1,494.7%
BA vs KNX
+5,045.1%
-3,550.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.8% | +0.8% | -1.4% |
| 7D | -1.2% | +2.3% | -3.5% | -1.7% |
| 30D | -11.3% | +0.5% | -11.8% | -11.5% |
| 3M | -3.8% | -14.1% | +10.4% | -0.8% |
| 6M | -8.3% | +19.8% | -28.0% | -12.9% |
| YTD | -4.9% | +32.7% | -37.7% | -12.3% |
| 1Y | -10.1% | +62.3% | -72.4% | -21.3% |
| 3Y | -2.3% | +36.8% | -39.1% | -12.3% |
| 5Y | -3.5% | +41.8% | -45.3% | -14.9% |
| 10Y | +74.6% | +169.7% | -95.1% | +31.0% |
| All | +1,494.7% | +5,045.1% | -3,550.4% | +791.2% |
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 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