+35.8%
KNX vs BNS
+130.5%
-94.7%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -6.1% |
| 3M | -17.3% | +14.1% | -31.4% | -23.2% |
| 6M | +22.6% | +33.8% | -11.1% | +4.4% |
| YTD | +31.1% | +29.5% | +1.7% | +13.4% |
| 1Y | +60.2% | +48.4% | +11.8% | +29.1% |
| 3Y | +35.8% | +129.6% | -93.8% | -10.1% |
| All | +35.8% | +130.5% | -94.7% | -10.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling