+275.1%
BLK vs KNX
+166.7%
+108.3%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.5% | +3.2% | +2.2% |
| 7D | -3.3% | -5.6% | +2.3% | -1.3% |
| 30D | -6.5% | -4.4% | -2.1% | -5.2% |
| 3M | +6.7% | -17.3% | +24.1% | +13.4% |
| 6M | +14.7% | +22.6% | -7.9% | +4.3% |
| YTD | +2.5% | +31.1% | -28.6% | -9.5% |
| 1Y | -2.8% | +60.2% | -63.0% | -21.2% |
| 3Y | +65.9% | +35.8% | +30.1% | +39.4% |
| 5Y | +33.0% | +38.9% | -5.9% | +9.1% |
| All | +275.1% | +166.7% | +108.3% | +137.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling