+18.4%
BX vs KNX
+37.6%
-19.1%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.5% | +4.0% | +3.3% |
| 7D | -5.6% | -5.6% | 0.0% | -2.8% |
| 30D | -12.2% | -4.4% | -7.8% | -10.4% |
| 3M | +7.4% | -17.3% | +24.7% | +17.4% |
| 6M | +22.2% | +22.6% | -0.5% | +6.1% |
| YTD | -14.0% | +31.1% | -45.2% | -28.9% |
| 1Y | -27.3% | +60.2% | -87.5% | -47.6% |
| 3Y | +24.5% | +35.8% | -11.2% | -4.1% |
| All | +18.4% | +37.6% | -19.1% | -13.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling