+160.2%
KNX vs BIIB
-26.2%
+186.4%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.8% | -2.3% | -1.7% |
| 7D | -5.6% | -1.7% | -3.9% | -5.3% |
| 30D | -4.4% | +4.0% | -8.4% | -5.0% |
| 3M | -17.3% | +8.6% | -25.9% | -18.6% |
| 6M | +22.6% | +14.0% | +8.6% | +19.3% |
| YTD | +31.1% | +23.4% | +7.8% | +25.8% |
| 1Y | +60.2% | +45.9% | +14.3% | +49.2% |
| 3Y | +35.8% | -16.1% | +51.9% | +36.0% |
| 5Y | +38.9% | -27.6% | +66.5% | +39.7% |
| All | +160.2% | -26.2% | +186.4% | +137.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BIIB.
Daily Out/Under-Performance
Portfolio return minus BIIB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIIB 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 10y: compounded portfolio wealth divided by compounded BIIB 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…
10y analysis · Full analysis span regression · 6 months rolling