+9.8%
BAX vs KNX
+68.2%
-58.4%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.8% | -2.8% | +0.1% |
| 7D | -1.1% | +7.4% | -8.5% | -2.8% |
| 30D | -5.5% | +2.0% | -7.4% | -6.0% |
| 3M | +33.5% | -7.9% | +41.4% | +36.1% |
| 6M | +35.9% | +14.4% | +21.5% | +29.5% |
| YTD | +35.4% | +38.9% | -3.6% | +22.4% |
| 1Y | +9.8% | +65.9% | -56.1% | -5.3% |
| All | +9.8% | +68.2% | -58.4% | -5.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling