+65.9%
BLK vs KNX
+34.6%
+31.3%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.5% | +3.2% | +2.1% |
| 7D | -3.3% | -5.6% | +2.3% | -1.7% |
| 30D | -6.5% | -4.4% | -2.1% | -5.4% |
| 3M | +6.7% | -17.3% | +24.1% | +12.3% |
| 6M | +14.7% | +22.6% | -7.9% | +5.4% |
| YTD | +2.5% | +31.1% | -28.6% | -8.2% |
| 1Y | -2.8% | +60.2% | -63.0% | -19.4% |
| 3Y | +65.9% | +35.8% | +30.1% | +45.6% |
| All | +65.9% | +34.6% | +31.3% | +45.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling