+1,003.0%
BE vs KNX
+107.6%
+895.4%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -1.5% | +8.2% | +7.3% |
| 7D | +9.0% | -5.6% | +14.6% | +11.4% |
| 30D | +16.3% | -4.4% | +20.7% | +18.2% |
| 3M | +10.8% | -17.3% | +28.1% | +18.5% |
| 6M | +73.2% | +22.6% | +50.6% | +56.9% |
| YTD | +217.4% | +31.1% | +186.2% | +178.4% |
| 1Y | +309.8% | +60.2% | +249.6% | +226.4% |
| 3Y | +1,726.2% | +35.8% | +1,690.4% | +1,426.8% |
| 5Y | +1,306.2% | +38.9% | +1,267.3% | +1,064.0% |
| All | +1,003.0% | +107.6% | +895.4% | +686.2% |
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