+4,187.4%
BNY vs KNX
+4,983.8%
-796.4%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.6% | +0.5% |
| 7D | -1.3% | -5.6% | +4.3% | +0.3% |
| 30D | -0.2% | -4.4% | +4.2% | +1.0% |
| 3M | +14.9% | -17.3% | +32.3% | +20.6% |
| 6M | +40.0% | +22.6% | +17.4% | +30.3% |
| YTD | +42.0% | +31.1% | +10.8% | +29.1% |
| 1Y | +56.9% | +60.2% | -3.4% | +33.5% |
| 3Y | +289.9% | +35.8% | +254.1% | +239.2% |
| 5Y | +259.2% | +38.9% | +220.3% | +206.4% |
| 10Y | +413.3% | +166.5% | +246.8% | +243.0% |
| All | +4,187.4% | +4,983.8% | -796.4% | +1,793.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling