+160.2%
KNX vs BNS
+188.9%
-28.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.7% | -2.2% | -1.9% |
| 7D | -5.6% | -0.4% | -5.2% | -5.4% |
| 30D | -4.4% | +3.5% | -7.9% | -6.2% |
| 3M | -17.3% | +14.1% | -31.4% | -23.0% |
| 6M | +22.6% | +33.8% | -11.1% | +5.4% |
| YTD | +31.1% | +29.5% | +1.7% | +14.6% |
| 1Y | +60.2% | +48.4% | +11.8% | +30.6% |
| 3Y | +35.8% | +129.6% | -93.8% | -11.6% |
| 5Y | +38.9% | +96.1% | -57.2% | -2.5% |
| All | +160.2% | +188.9% | -28.7% | +60.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 BNS 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