+35.8%
KNX vs BB
+64.9%
-29.2%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.7% | -3.3% | -1.8% |
| 7D | -5.6% | -0.4% | -5.2% | -5.5% |
| 30D | -4.4% | -12.5% | +8.1% | -2.7% |
| 3M | -17.3% | -17.4% | +0.1% | -15.9% |
| 6M | +22.6% | +119.1% | -96.5% | +6.5% |
| YTD | +31.1% | +102.4% | -71.2% | +15.1% |
| 1Y | +60.2% | +98.2% | -38.0% | +40.5% |
| 3Y | +35.8% | +46.9% | -11.2% | +14.1% |
| All | +35.8% | +64.9% | -29.2% | +14.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 3y: compounded portfolio wealth divided by compounded BB 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…
3y analysis · Full analysis span regression · 6 months rolling