+4,711.0%
KNX vs BN
+16,242.1%
-11,531.1%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.9% | -0.9% | -2.1% |
| 7D | +2.3% | -3.0% | +5.3% | +3.5% |
| 30D | +0.5% | -13.0% | +13.5% | +5.9% |
| 3M | -14.1% | -15.2% | +1.1% | -8.7% |
| 6M | +19.8% | -5.9% | +25.7% | +22.3% |
| YTD | +32.7% | -15.8% | +48.5% | +41.0% |
| 1Y | +62.3% | -12.2% | +74.5% | +69.3% |
| 3Y | +36.8% | +72.2% | -35.4% | +10.1% |
| 5Y | +41.8% | +33.2% | +8.6% | +23.1% |
| 10Y | +169.7% | +264.7% | -95.0% | +57.1% |
| All | +4,711.0% | +16,242.1% | -11,531.1% | +1,183.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling