+1,094.2%
BAC vs KNX
+5,194.7%
-4,100.5%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | +0.1% |
| 7D | +1.2% | +6.4% | -5.2% | -0.9% |
| 30D | -0.7% | +1.4% | -2.1% | -1.4% |
| 3M | +16.9% | -12.0% | +29.0% | +21.1% |
| 6M | +29.6% | +25.2% | +4.4% | +18.4% |
| YTD | +15.3% | +36.6% | -21.3% | +1.8% |
| 1Y | +28.8% | +67.6% | -38.8% | +5.2% |
| 3Y | +136.4% | +40.8% | +95.6% | +100.3% |
| 5Y | +72.9% | +43.3% | +29.6% | +43.3% |
| 10Y | +391.8% | +170.1% | +221.7% | +215.2% |
| All | +1,094.2% | +5,194.7% | -4,100.5% | +400.5% |
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