+42.0%
KNX vs BROS
+41.2%
+0.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.2% | -1.5% |
| 7D | +6.4% | -0.9% | +7.3% | +6.5% |
| 30D | +1.4% | -13.5% | +14.8% | +3.2% |
| 3M | -12.0% | -18.4% | +6.4% | -10.2% |
| 6M | +25.2% | -10.6% | +35.7% | +26.0% |
| YTD | +36.6% | -25.1% | +61.6% | +40.2% |
| 1Y | +67.6% | -28.6% | +96.2% | +72.6% |
| 3Y | +40.8% | +65.6% | -24.8% | +28.7% |
| All | +42.0% | +41.2% | +0.8% | +32.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling