+934.1%
BSX vs KNX
+4,983.8%
-4,049.7%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.3% | 0.0% |
| 7D | -10.1% | -5.6% | -4.5% | -9.2% |
| 30D | -16.4% | -4.4% | -12.0% | -15.8% |
| 3M | -8.9% | -17.3% | +8.4% | -6.0% |
| 6M | -38.3% | +22.6% | -60.9% | -41.0% |
| YTD | -54.9% | +31.1% | -86.1% | -57.6% |
| 1Y | -58.8% | +60.2% | -119.0% | -62.8% |
| 3Y | -21.2% | +35.8% | -57.0% | -28.0% |
| 5Y | -3.3% | +38.9% | -42.2% | -13.1% |
| 10Y | +82.8% | +166.5% | -83.6% | +41.2% |
| All | +934.1% | +4,983.8% | -4,049.7% | +519.1% |
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