+35.8%
KNX vs BTDR
+4.4%
+31.4%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.7% | -5.3% | -1.8% |
| 7D | -5.6% | -3.4% | -2.2% | -5.4% |
| 30D | -4.4% | +32.6% | -37.0% | -6.1% |
| 3M | -17.3% | -32.2% | +14.9% | -16.1% |
| 6M | +22.6% | +52.4% | -29.7% | +18.3% |
| YTD | +31.1% | +6.7% | +24.5% | +28.3% |
| 1Y | +60.2% | -15.2% | +75.4% | +57.0% |
| 3Y | +35.8% | +14.9% | +20.9% | +26.1% |
| All | +35.8% | +4.4% | +31.4% | +26.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling