+18.8%
KNX vs BAM
+81.2%
-62.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.2% | +3.1% | +3.2% |
| 7D | +9.2% | -2.7% | +11.9% | +10.4% |
| 30D | +0.9% | +15.5% | -14.6% | -5.0% |
| 3M | -12.7% | -6.9% | -5.9% | -10.5% |
| 6M | +7.3% | +9.9% | -2.6% | +2.3% |
| YTD | +23.1% | +1.4% | +21.7% | +20.6% |
| 1Y | +47.1% | +3.3% | +43.8% | +42.8% |
| 3Y | +33.3% | +83.6% | -50.4% | +4.6% |
| All | +18.8% | +81.2% | -62.4% | -7.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 BAM 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