+136.5%
BAC vs KNX
+34.6%
+102.0%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +0.6% |
| 7D | 0.0% | -5.6% | +5.6% | +1.4% |
| 30D | -2.8% | -4.4% | +1.6% | -1.9% |
| 3M | +14.2% | -17.3% | +31.6% | +19.4% |
| 6M | +30.5% | +22.6% | +7.9% | +21.4% |
| YTD | +15.8% | +31.1% | -15.3% | +4.9% |
| 1Y | +26.2% | +60.2% | -34.0% | +6.3% |
| 3Y | +136.5% | +35.8% | +100.8% | +112.7% |
| All | +136.5% | +34.6% | +102.0% | +112.7% |
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