+60.2%
KNX vs BRO
-27.7%
+87.9%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.3% | -1.5% |
| 7D | -5.6% | -7.3% | +1.7% | -5.2% |
| 30D | -4.4% | -6.9% | +2.4% | -4.0% |
| 3M | -17.3% | +10.7% | -28.0% | -18.3% |
| 6M | +22.6% | -2.7% | +25.3% | +22.5% |
| YTD | +31.1% | -16.3% | +47.5% | +33.0% |
| 1Y | +60.2% | -29.1% | +89.3% | +53.1% |
| All | +60.2% | -27.7% | +87.9% | +53.1% |
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