+60.7%
BMY vs KNX
+166.7%
-106.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.4% | +0.1% |
| 7D | -4.8% | -5.6% | +0.8% | -4.0% |
| 30D | -0.1% | -4.4% | +4.3% | +0.5% |
| 3M | +13.1% | -17.3% | +30.4% | +16.1% |
| 6M | +8.4% | +22.6% | -14.2% | +4.5% |
| YTD | +22.0% | +31.1% | -9.2% | +16.1% |
| 1Y | +40.3% | +60.2% | -19.9% | +29.2% |
| 3Y | +20.5% | +35.8% | -15.2% | +12.2% |
| 5Y | +23.7% | +38.9% | -15.2% | +13.0% |
| All | +60.7% | +166.7% | -106.0% | +16.3% |
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