-55.4%
BSX vs KNX
+67.7%
-123.1%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.5% | -1.7% | +1.7% |
| 7D | +2.0% | +7.1% | -5.0% | +1.7% |
| 30D | +0.1% | +1.7% | -1.5% | 0.0% |
| 3M | -2.1% | -8.1% | +6.0% | -1.8% |
| 6M | -33.8% | +14.0% | -47.8% | -34.9% |
| YTD | -49.9% | +38.5% | -88.4% | -51.7% |
| 1Y | -55.4% | +65.4% | -120.9% | -58.5% |
| All | -55.4% | +67.7% | -123.1% | -58.5% |
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 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