+2,210.4%
KNX vs BB
+266.8%
+1,943.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.2% | -3.9% | -1.9% |
| 7D | +6.4% | +0.5% | +5.9% | +6.3% |
| 30D | +1.4% | -12.4% | +13.8% | +2.7% |
| 3M | -12.0% | -15.3% | +3.2% | -11.1% |
| 6M | +25.2% | +128.8% | -103.6% | +13.6% |
| YTD | +36.6% | +107.7% | -71.1% | +25.2% |
| 1Y | +67.6% | +103.9% | -36.3% | +53.4% |
| 3Y | +40.8% | +72.6% | -31.8% | +27.4% |
| 5Y | +43.3% | -24.3% | +67.6% | +37.2% |
| 10Y | +170.1% | +3.1% | +166.9% | +127.0% |
| All | +2,210.4% | +266.8% | +1,943.7% | +1,510.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling