-40.8%
BMNR vs KNX
+68.2%
-109.0%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +3.8% | -9.4% | -7.0% |
| 7D | +4.9% | +7.4% | -2.5% | +2.3% |
| 30D | +35.5% | +2.0% | +33.5% | +34.3% |
| 3M | +39.6% | -7.9% | +47.5% | +43.1% |
| 6M | +18.2% | +14.4% | +3.9% | +9.2% |
| YTD | -8.0% | +38.9% | -46.9% | -22.1% |
| 1Y | -40.8% | +65.9% | -106.7% | -54.6% |
| All | -40.8% | +68.2% | -109.0% | -54.6% |
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 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