+40.6%
BP vs KNX
+65.4%
-24.7%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.6% | -0.1% |
| 7D | +5.2% | -5.6% | +10.8% | +4.8% |
| 30D | +8.7% | -4.4% | +13.1% | +8.4% |
| 3M | +9.3% | -17.3% | +26.7% | +8.3% |
| 6M | +13.6% | +22.6% | -9.1% | +15.5% |
| YTD | +37.7% | +31.1% | +6.5% | +39.1% |
| 1Y | +40.6% | +60.2% | -19.6% | +40.2% |
| All | +40.6% | +65.4% | -24.7% | +40.2% |
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