-33.9%
BAX vs KNX
+36.7%
-70.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -1.0% |
| 7D | -5.4% | -0.5% | -4.9% | -5.3% |
| 30D | -12.4% | +1.0% | -13.4% | -12.8% |
| 3M | +19.1% | -12.6% | +31.7% | +23.3% |
| 6M | +38.6% | +21.1% | +17.5% | +29.7% |
| YTD | +26.7% | +33.2% | -6.5% | +15.0% |
| 1Y | +1.0% | +67.8% | -66.8% | -14.9% |
| All | -33.9% | +36.7% | -70.6% | -41.9% |
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