+35.8%
KNX vs BBIO
+154.4%
-118.7%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.5% | -1.5% |
| 7D | -5.6% | -3.2% | -2.4% | -5.1% |
| 30D | -4.4% | -13.6% | +9.2% | -2.2% |
| 3M | -17.3% | +7.2% | -24.6% | -18.6% |
| 6M | +22.6% | +1.5% | +21.2% | +21.5% |
| YTD | +31.1% | -5.3% | +36.4% | +30.7% |
| 1Y | +60.2% | +37.7% | +22.5% | +48.9% |
| 3Y | +35.8% | +153.9% | -118.2% | +4.4% |
| All | +35.8% | +154.4% | -118.7% | +4.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BBIO.
Daily Out/Under-Performance
Portfolio return minus BBIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBIO 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 3y: compounded portfolio wealth divided by compounded BBIO 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…
3y analysis · Full analysis span regression · 6 months rolling