+36.3%
KNX vs BROS
+35.1%
+1.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.1% | -2.6% | -1.7% |
| 7D | -5.6% | -5.8% | +0.2% | -4.9% |
| 30D | -4.4% | -14.0% | +9.5% | -2.6% |
| 3M | -17.3% | -32.5% | +15.2% | -13.4% |
| 6M | +22.6% | -14.9% | +37.5% | +24.2% |
| YTD | +31.1% | -28.3% | +59.4% | +35.4% |
| 1Y | +60.2% | -34.0% | +94.2% | +66.6% |
| 3Y | +35.8% | +63.0% | -27.2% | +24.4% |
| All | +36.3% | +35.1% | +1.3% | +27.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 BROS 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