+4,653.7%
KNX vs BDX
+3,078.0%
+1,575.6%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.8% | -2.3% | -1.8% |
| 7D | -5.6% | -3.2% | -2.4% | -4.7% |
| 30D | -4.4% | -2.5% | -1.9% | -3.7% |
| 3M | -17.3% | +21.4% | -38.7% | -22.5% |
| 6M | +22.6% | +10.4% | +12.2% | +18.2% |
| YTD | +31.1% | +18.8% | +12.3% | +23.4% |
| 1Y | +60.2% | +21.7% | +38.5% | +49.5% |
| 3Y | +35.8% | -10.0% | +45.7% | +37.3% |
| 5Y | +38.9% | -1.8% | +40.7% | +36.2% |
| 10Y | +166.5% | +58.8% | +107.7% | +124.0% |
| All | +4,653.7% | +3,078.0% | +1,575.6% | +2,045.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 BDX 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