+4,711.0%
KNX vs BWA
+3,734.1%
+976.9%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.5% | -1.3% | -2.3% |
| 7D | +2.3% | +0.1% | +2.2% | +2.3% |
| 30D | +0.5% | -5.6% | +6.0% | +2.5% |
| 3M | -14.1% | -10.7% | -3.4% | -10.9% |
| 6M | +19.8% | +23.2% | -3.4% | +10.1% |
| YTD | +32.7% | +46.0% | -13.3% | +13.1% |
| 1Y | +62.3% | +51.2% | +11.2% | +36.3% |
| 3Y | +36.8% | +69.6% | -32.7% | +8.5% |
| 5Y | +41.8% | +86.6% | -44.8% | +6.2% |
| 10Y | +169.7% | +152.3% | +17.4% | +69.3% |
| All | +4,711.0% | +3,734.1% | +976.9% | +1,335.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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