+662.2%
BKR vs KNX
+4,983.8%
-4,321.5%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +1.0% | -0.2% |
| 7D | -7.0% | -5.6% | -1.4% | -5.8% |
| 30D | -8.1% | -4.4% | -3.7% | -7.3% |
| 3M | -6.6% | -17.3% | +10.7% | -2.9% |
| 6M | +0.9% | +22.6% | -21.8% | -4.8% |
| YTD | +31.1% | +31.1% | -0.1% | +21.4% |
| 1Y | +27.7% | +60.2% | -32.5% | +12.1% |
| 3Y | +71.2% | +35.8% | +35.5% | +53.7% |
| 5Y | +177.6% | +38.9% | +138.7% | +142.8% |
| 10Y | +122.7% | +166.5% | -43.8% | +61.3% |
| All | +662.2% | +4,983.8% | -4,321.5% | +297.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KNX.
Daily Out/Under-Performance
Portfolio return minus KNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KNX 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 KNX 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