-2.6%
BAX vs KNX
+65.4%
-68.0%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | 0.0% | -1.2% |
| 7D | -7.9% | -5.6% | -2.3% | -6.6% |
| 30D | -11.7% | -4.4% | -7.2% | -10.8% |
| 3M | +16.2% | -17.3% | +33.5% | +21.9% |
| 6M | +32.0% | +22.6% | +9.3% | +23.3% |
| YTD | +24.7% | +31.1% | -6.4% | +14.3% |
| 1Y | -2.6% | +60.2% | -62.8% | -16.1% |
| All | -2.6% | +65.4% | -68.0% | -16.1% |
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