+160.2%
KNX vs BG
+166.7%
-6.4%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.7% | +0.2% | -1.1% |
| 7D | -5.6% | +3.1% | -8.7% | -6.3% |
| 30D | -4.4% | +10.2% | -14.6% | -6.7% |
| 3M | -17.3% | -1.7% | -15.6% | -17.3% |
| 6M | +22.6% | +1.0% | +21.6% | +21.4% |
| YTD | +31.1% | +39.9% | -8.8% | +19.5% |
| 1Y | +60.2% | +53.2% | +7.0% | +42.3% |
| 3Y | +35.8% | +16.3% | +19.5% | +27.2% |
| 5Y | +38.9% | +83.9% | -45.0% | +12.9% |
| All | +160.2% | +166.7% | -6.4% | +85.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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