+65.4%
KNX vs BTDR
-4.8%
+70.2%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.9% | -0.5% | +3.2% |
| 7D | +7.1% | +20.0% | -12.9% | +5.6% |
| 30D | +1.7% | +11.9% | -10.3% | +0.5% |
| 3M | -8.1% | -36.9% | +28.8% | -5.5% |
| 6M | +14.0% | +56.5% | -42.5% | +9.8% |
| YTD | +38.5% | +10.4% | +28.1% | +34.6% |
| 1Y | +65.4% | +3.1% | +62.3% | +66.6% |
| All | +65.4% | -4.8% | +70.2% | +66.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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