+934.0%
BE vs KNX
+110.9%
+823.1%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.3% | -4.4% | -4.1% |
| 7D | +9.7% | -0.5% | +10.2% | +9.9% |
| 30D | +22.4% | +1.0% | +21.4% | +22.1% |
| 3M | +10.4% | -12.6% | +23.0% | +15.7% |
| 6M | +67.9% | +21.1% | +46.8% | +52.9% |
| YTD | +197.5% | +33.2% | +164.3% | +159.5% |
| 1Y | +310.6% | +67.8% | +242.8% | +221.1% |
| 3Y | +1,657.2% | +37.3% | +1,619.9% | +1,363.6% |
| 5Y | +1,218.2% | +41.1% | +1,177.1% | +985.1% |
| All | +934.0% | +110.9% | +823.1% | +633.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling