+24.3%
BMY vs KNX
+37.6%
-13.3%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.4% | 0.0% |
| 7D | -4.8% | -5.6% | +0.8% | -4.0% |
| 30D | -0.1% | -4.4% | +4.3% | +0.4% |
| 3M | +13.1% | -17.3% | +30.4% | +15.8% |
| 6M | +8.4% | +22.6% | -14.2% | +4.7% |
| YTD | +22.0% | +31.1% | -9.2% | +16.6% |
| 1Y | +40.3% | +60.2% | -19.9% | +30.2% |
| 3Y | +20.5% | +35.8% | -15.2% | +12.6% |
| All | +24.3% | +37.6% | -13.3% | +12.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling