+40.9%
KNX vs BRO
-3.6%
+44.5%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.5% | -5.2% | -1.1% |
| 7D | +2.5% | +12.4% | -10.0% | +1.4% |
| 30D | -4.4% | +21.6% | -26.0% | -6.3% |
| 3M | -12.7% | +4.3% | -17.0% | -13.2% |
| 6M | +0.9% | +29.2% | -28.3% | -3.3% |
| YTD | +20.3% | -6.4% | +26.7% | +24.5% |
| 1Y | +40.9% | -5.3% | +46.3% | +45.5% |
| All | +40.9% | -3.6% | +44.5% | +45.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 1y: compounded portfolio wealth divided by compounded BRO 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…
1y analysis · Full analysis span regression · 6 months rolling