+4,727.8%
KNX vs BHP
+3,283.1%
+1,444.7%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.3% | +5.7% | +1.9% |
| 7D | -0.5% | -3.7% | +3.2% | +0.5% |
| 30D | +1.0% | -0.8% | +1.9% | +1.1% |
| 3M | -12.6% | +7.6% | -20.2% | -15.0% |
| 6M | +21.1% | +20.8% | +0.3% | +13.4% |
| YTD | +33.2% | +50.8% | -17.6% | +16.6% |
| 1Y | +67.8% | +70.9% | -3.1% | +41.4% |
| 3Y | +37.3% | +78.0% | -40.7% | +12.9% |
| 5Y | +41.1% | +113.1% | -72.0% | +6.9% |
| 10Y | +170.6% | +483.0% | -312.4% | +47.7% |
| All | +4,727.8% | +3,283.1% | +1,444.7% | +1,600.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BHP.
Daily Out/Under-Performance
Portfolio return minus BHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BHP 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 BHP 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