+41.1%
KNX vs BAH
+1.2%
+39.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.8% | -4.5% | -0.4% |
| 7D | -0.5% | +2.4% | -2.9% | -0.9% |
| 30D | +1.0% | -2.9% | +4.0% | +1.4% |
| 3M | -12.6% | -1.3% | -11.3% | -12.6% |
| 6M | +21.1% | -0.9% | +22.0% | +20.8% |
| YTD | +33.2% | -8.2% | +41.4% | +33.8% |
| 1Y | +67.8% | -24.0% | +91.8% | +73.7% |
| 3Y | +37.3% | -28.1% | +65.4% | +38.6% |
| 5Y | +41.1% | +2.5% | +38.6% | +28.0% |
| All | +41.1% | +1.2% | +39.8% | +28.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling