+795.1%
BKNG vs KNX
+2,282.9%
-1,487.9%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.4% |
| 7D | -10.7% | -0.5% | -10.2% | -10.5% |
| 30D | -18.1% | +1.0% | -19.1% | -18.6% |
| 3M | +8.5% | -12.6% | +21.2% | +12.9% |
| 6M | -0.1% | +21.1% | -21.1% | -8.4% |
| YTD | -18.2% | +33.2% | -51.4% | -27.9% |
| 1Y | -19.9% | +67.8% | -87.6% | -35.7% |
| 3Y | +41.6% | +37.3% | +4.3% | +18.0% |
| 5Y | +93.1% | +41.1% | +52.0% | +55.8% |
| 10Y | +214.8% | +170.6% | +44.2% | +81.7% |
| All | +795.1% | +2,282.9% | -1,487.9% | +102.4% |
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 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