+16.2%
KNX vs BAM
+84.8%
-68.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.2% | +1.1% |
| 7D | 0.0% | -2.9% | +2.9% | +1.2% |
| 30D | -3.3% | +14.7% | -18.0% | -8.7% |
| 3M | -8.7% | -4.1% | -4.6% | -7.4% |
| 6M | +1.3% | +9.6% | -8.3% | -3.3% |
| YTD | +20.4% | +3.4% | +17.0% | +17.0% |
| 1Y | +42.4% | +1.0% | +41.4% | +39.7% |
| 3Y | +30.1% | +88.2% | -58.2% | +1.1% |
| All | +16.2% | +84.8% | -68.6% | -10.0% |
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