-10.6%
BITO vs KNX
+32.6%
-43.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.5% |
| 7D | -3.4% | -5.6% | +2.1% | -1.8% |
| 30D | +21.4% | -4.4% | +25.8% | +22.9% |
| 3M | +20.5% | -17.3% | +37.8% | +26.9% |
| 6M | +7.4% | +22.6% | -15.2% | -0.7% |
| YTD | -13.9% | +31.1% | -45.0% | -22.5% |
| 1Y | -35.1% | +60.2% | -95.3% | -45.9% |
| 3Y | +156.8% | +35.8% | +121.1% | +118.4% |
| All | -10.6% | +32.6% | -43.2% | -27.7% |
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