-29.9%
BITO vs KNX
+67.7%
-97.6%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +3.5% | -5.9% | -2.9% |
| 7D | +2.9% | +7.1% | -4.2% | +1.9% |
| 30D | +22.6% | +1.7% | +20.9% | +22.2% |
| 3M | +24.7% | -8.1% | +32.8% | +25.7% |
| 6M | +7.5% | +14.0% | -6.6% | +4.4% |
| YTD | -10.8% | +38.5% | -49.3% | -15.3% |
| 1Y | -29.9% | +65.4% | -95.3% | -35.4% |
| All | -29.9% | +67.7% | -97.6% | -35.4% |
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