+485.6%
KNX vs BLDR
+380.2%
+105.4%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.9% | -0.9% | -2.5% |
| 7D | +2.3% | -2.7% | +5.0% | +2.9% |
| 30D | +0.5% | -14.7% | +15.2% | +3.3% |
| 3M | -14.1% | -20.8% | +6.7% | -10.9% |
| 6M | +19.8% | -35.3% | +55.1% | +28.7% |
| YTD | +32.7% | -40.3% | +73.1% | +44.5% |
| 1Y | +62.3% | -56.3% | +118.6% | +86.8% |
| 3Y | +36.8% | -56.1% | +93.0% | +54.2% |
| 5Y | +41.8% | +12.9% | +28.9% | +32.6% |
| 10Y | +169.7% | +386.5% | -216.8% | +83.5% |
| All | +485.6% | +380.2% | +105.4% | +210.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling