-39.3%
BAX vs KNX
+166.7%
-206.0%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | 0.0% | -1.2% |
| 7D | -7.9% | -5.6% | -2.3% | -6.5% |
| 30D | -11.7% | -4.4% | -7.2% | -10.8% |
| 3M | +16.2% | -17.3% | +33.5% | +21.5% |
| 6M | +32.0% | +22.6% | +9.3% | +24.4% |
| YTD | +24.7% | +31.1% | -6.4% | +15.3% |
| 1Y | -2.6% | +60.2% | -62.8% | -14.8% |
| 3Y | -35.0% | +35.8% | -70.7% | -41.8% |
| 5Y | -67.6% | +38.9% | -106.5% | -71.6% |
| All | -39.3% | +166.7% | -206.0% | -53.6% |
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