+38.7%
KNX vs BRO
+17.6%
+21.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.3% | -1.5% |
| 7D | -5.6% | -7.3% | +1.7% | -3.4% |
| 30D | -4.4% | -6.9% | +2.4% | -2.5% |
| 3M | -17.3% | +10.7% | -28.0% | -20.6% |
| 6M | +22.6% | -2.7% | +25.3% | +22.5% |
| YTD | +31.1% | -16.3% | +47.5% | +37.8% |
| 1Y | +60.2% | -29.1% | +89.3% | +78.1% |
| 3Y | +35.8% | -7.8% | +43.6% | +32.0% |
| All | +38.7% | +17.6% | +21.1% | +23.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling