+160.2%
KNX vs BRO
+294.2%
-134.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.3% | -1.4% |
| 7D | -5.6% | -7.3% | +1.7% | -2.5% |
| 30D | -4.4% | -6.9% | +2.4% | -1.7% |
| 3M | -17.3% | +10.7% | -28.0% | -21.9% |
| 6M | +22.6% | -2.7% | +25.3% | +22.2% |
| YTD | +31.1% | -16.3% | +47.5% | +39.6% |
| 1Y | +60.2% | -29.1% | +89.3% | +83.4% |
| 3Y | +35.8% | -7.8% | +43.6% | +31.6% |
| 5Y | +38.9% | +18.7% | +20.2% | +13.4% |
| All | +160.2% | +294.2% | -134.0% | +3.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling