+160.2%
KNX vs BN
+265.2%
-104.9%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.4% | -2.0% | -1.7% |
| 7D | -5.6% | -5.2% | -0.4% | -3.3% |
| 30D | -4.4% | -14.5% | +10.1% | +2.4% |
| 3M | -17.3% | -15.0% | -2.3% | -11.4% |
| 6M | +22.6% | -5.4% | +28.0% | +25.3% |
| YTD | +31.1% | -16.4% | +47.6% | +41.1% |
| 1Y | +60.2% | -16.2% | +76.4% | +71.5% |
| 3Y | +35.8% | +67.5% | -31.8% | +6.9% |
| 5Y | +38.9% | +34.1% | +4.8% | +17.0% |
| All | +160.2% | +265.2% | -104.9% | +50.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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