+855.1%
BP vs KNX
+5,045.1%
-4,190.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.8% | +4.6% | +2.2% |
| 7D | +4.0% | +2.3% | +1.7% | +3.6% |
| 30D | +7.8% | +0.5% | +7.4% | +7.6% |
| 3M | +8.4% | -14.1% | +22.5% | +10.5% |
| 6M | +15.1% | +19.8% | -4.7% | +10.9% |
| YTD | +36.4% | +32.7% | +3.7% | +29.0% |
| 1Y | +40.9% | +62.3% | -21.4% | +28.4% |
| 3Y | +38.8% | +36.8% | +2.0% | +28.2% |
| 5Y | +141.1% | +41.8% | +99.3% | +118.5% |
| 10Y | +133.9% | +169.7% | -35.8% | +85.9% |
| All | +855.1% | +5,045.1% | -4,190.0% | +522.3% |
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 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