+31.9%
KNX vs BAM
+71.9%
-40.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.4% | +1.8% | -0.3% |
| 7D | +6.4% | -1.6% | +8.0% | +7.1% |
| 30D | +1.4% | -6.0% | +7.4% | +3.8% |
| 3M | -12.0% | +7.3% | -19.4% | -15.2% |
| 6M | +25.2% | +8.2% | +16.9% | +20.1% |
| YTD | +36.6% | -3.8% | +40.4% | +37.1% |
| 1Y | +67.6% | -10.7% | +78.3% | +73.0% |
| 3Y | +40.8% | +55.3% | -14.5% | +17.1% |
| All | +31.9% | +71.9% | -40.0% | +5.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling