+160.2%
KNX vs BLDR
+383.3%
-223.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.4% | -3.9% | -2.2% |
| 7D | -5.6% | -8.2% | +2.7% | -3.3% |
| 30D | -4.4% | -16.6% | +12.2% | +0.3% |
| 3M | -17.3% | -23.2% | +5.8% | -12.0% |
| 6M | +22.6% | -33.7% | +56.4% | +35.3% |
| YTD | +31.1% | -41.3% | +72.5% | +49.1% |
| 1Y | +60.2% | -58.8% | +119.0% | +100.4% |
| 3Y | +35.8% | -57.5% | +93.2% | +62.1% |
| 5Y | +38.9% | +12.9% | +26.0% | +23.6% |
| All | +160.2% | +383.3% | -223.1% | +36.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR 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 BLDR 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