+37.9%
KNX vs BLDR
-58.1%
+96.0%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.9% | +4.3% | +1.6% |
| 7D | -0.5% | -8.1% | +7.6% | +2.1% |
| 30D | +1.0% | -21.5% | +22.5% | +8.6% |
| 3M | -12.6% | -21.0% | +8.3% | -7.2% |
| 6M | +21.1% | -37.1% | +58.1% | +37.6% |
| YTD | +33.2% | -42.7% | +75.9% | +55.3% |
| 1Y | +67.8% | -58.0% | +125.7% | +115.4% |
| All | +37.9% | -58.1% | +96.0% | +67.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling