+160.2%
KNX vs BAH
+207.9%
-47.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.3% | -1.8% | -1.6% |
| 7D | -5.6% | +4.3% | -9.8% | -6.6% |
| 30D | -4.4% | -2.5% | -2.0% | -3.9% |
| 3M | -17.3% | -0.9% | -16.4% | -17.5% |
| 6M | +22.6% | +1.5% | +21.2% | +21.0% |
| YTD | +31.1% | -8.0% | +39.1% | +31.6% |
| 1Y | +60.2% | -24.7% | +84.9% | +69.2% |
| 3Y | +35.8% | -28.4% | +64.2% | +38.9% |
| 5Y | +38.9% | +2.8% | +36.1% | +21.9% |
| All | +160.2% | +207.9% | -47.7% | +67.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 10y: compounded portfolio wealth divided by compounded BAH 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…
10y analysis · Full analysis span regression · 6 months rolling