+380.1%
KNX vs BR
+1,282.8%
-902.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.3% | +0.3% |
| 7D | -0.5% | -6.0% | +5.5% | +2.2% |
| 30D | +1.0% | -0.9% | +1.9% | +1.1% |
| 3M | -12.6% | +16.4% | -29.0% | -19.1% |
| 6M | +21.1% | -8.2% | +29.3% | +24.1% |
| YTD | +33.2% | -23.2% | +56.4% | +47.3% |
| 1Y | +67.8% | -30.9% | +98.7% | +94.8% |
| 3Y | +37.3% | -5.0% | +42.3% | +36.3% |
| 5Y | +41.1% | +8.8% | +32.3% | +29.3% |
| 10Y | +170.6% | +190.1% | -19.5% | +55.3% |
| All | +380.1% | +1,282.8% | -902.7% | +42.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling