+392.9%
BAC vs KNX
+166.7%
+226.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +0.7% |
| 7D | 0.0% | -5.6% | +5.6% | +2.0% |
| 30D | -2.8% | -4.4% | +1.6% | -1.5% |
| 3M | +14.2% | -17.3% | +31.6% | +21.3% |
| 6M | +30.5% | +22.6% | +7.9% | +18.8% |
| YTD | +15.8% | +31.1% | -15.3% | +2.1% |
| 1Y | +26.2% | +60.2% | -34.0% | +1.8% |
| 3Y | +136.5% | +35.8% | +100.8% | +98.1% |
| 5Y | +75.9% | +38.9% | +37.0% | +42.8% |
| All | +392.9% | +166.7% | +226.2% | +195.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling