+60.2%
KNX vs BLDR
-57.4%
+117.6%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +0.5% |
| 3M | -17.3% | -23.2% | +5.8% | -11.4% |
| 6M | +22.6% | -33.7% | +56.4% | +37.2% |
| YTD | +31.1% | -41.3% | +72.5% | +52.1% |
| 1Y | +60.2% | -58.8% | +119.0% | +112.5% |
| All | +60.2% | -57.4% | +117.6% | +112.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling