+883.5%
BX vs KNX
+365.4%
+518.1%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.3% | -3.2% | -3.0% |
| 7D | -8.9% | -0.5% | -8.4% | -8.7% |
| 30D | -14.8% | +1.0% | -15.8% | -15.4% |
| 3M | +6.9% | -12.6% | +19.6% | +13.3% |
| 6M | +16.3% | +21.1% | -4.8% | +2.9% |
| YTD | -16.1% | +33.2% | -49.3% | -29.8% |
| 1Y | -26.8% | +67.8% | -94.6% | -46.5% |
| 3Y | +22.4% | +37.3% | -14.9% | -2.9% |
| 5Y | +16.0% | +41.1% | -25.1% | -9.8% |
| 10Y | +646.9% | +170.6% | +476.3% | +258.6% |
| All | +883.5% | +365.4% | +518.1% | +176.9% |
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