+3.3%
BLK vs KNX
+68.2%
-64.8%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.8% | -4.1% | -1.0% |
| 7D | -3.6% | +7.4% | -11.0% | -4.8% |
| 30D | -1.0% | +2.0% | -3.0% | -1.4% |
| 3M | +10.4% | -7.9% | +18.2% | +11.7% |
| 6M | +8.2% | +14.4% | -6.2% | +3.2% |
| YTD | +6.0% | +38.9% | -32.9% | -3.3% |
| 1Y | +3.3% | +65.9% | -62.6% | -8.2% |
| All | +3.3% | +68.2% | -64.8% | -8.2% |
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