+30.4%
BIL vs KNX
+394.1%
-363.8%
-0.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.8% | +2.8% | 0.0% |
| 7D | +0.1% | +2.3% | -2.3% | +0.1% |
| 30D | +0.3% | +0.5% | -0.2% | +0.3% |
| 3M | +0.9% | -14.1% | +15.0% | +0.9% |
| 6M | +1.8% | +19.8% | -18.0% | +1.8% |
| YTD | +2.5% | +32.7% | -30.3% | +2.5% |
| 1Y | +3.7% | +62.3% | -58.6% | +3.7% |
| 3Y | +14.1% | +36.8% | -22.8% | +14.1% |
| 5Y | +19.4% | +41.8% | -22.3% | +19.5% |
| 10Y | +25.2% | +169.7% | -144.4% | +25.4% |
| All | +30.4% | +394.1% | -363.8% | +30.7% |
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