+37.9%
KNX vs BN
+69.2%
-31.3%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.6% | +1.0% |
| 7D | -0.5% | -5.9% | +5.4% | +2.6% |
| 30D | +1.0% | -15.1% | +16.1% | +9.7% |
| 3M | -12.6% | -14.6% | +1.9% | -5.6% |
| 6M | +21.1% | -8.4% | +29.5% | +26.0% |
| YTD | +33.2% | -16.8% | +50.0% | +44.8% |
| 1Y | +67.8% | -14.4% | +82.1% | +78.7% |
| All | +37.9% | +69.2% | -31.3% | +10.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling