+389.7%
KNX vs BAH
+876.9%
-487.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.7% | -1.4% |
| 7D | +6.4% | -4.3% | +10.7% | +7.6% |
| 30D | +1.4% | -4.5% | +5.9% | +2.5% |
| 3M | -12.0% | -7.6% | -4.4% | -10.7% |
| 6M | +25.2% | -10.6% | +35.8% | +27.7% |
| YTD | +36.6% | -12.6% | +49.2% | +38.9% |
| 1Y | +67.6% | -27.0% | +94.6% | +78.2% |
| 3Y | +40.8% | -31.5% | +72.3% | +46.8% |
| 5Y | +43.3% | -3.8% | +47.2% | +31.8% |
| 10Y | +170.1% | +183.9% | -13.9% | +78.5% |
| All | +389.7% | +876.9% | -487.2% | +119.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling