+160.2%
KNX vs BR
+189.7%
-29.4%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.2% | -1.4% |
| 7D | -5.6% | -3.0% | -2.6% | -4.3% |
| 30D | -4.4% | -0.3% | -4.1% | -4.5% |
| 3M | -17.3% | +17.3% | -34.6% | -23.9% |
| 6M | +22.6% | -6.7% | +29.3% | +25.2% |
| YTD | +31.1% | -23.4% | +54.6% | +46.6% |
| 1Y | +60.2% | -32.7% | +92.9% | +91.0% |
| 3Y | +35.8% | -5.9% | +41.7% | +35.4% |
| 5Y | +38.9% | +8.4% | +30.5% | +25.8% |
| All | +160.2% | +189.7% | -29.4% | +65.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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