+22.6%
KNX vs BTDR
+57.4%
-34.7%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.7% | -5.3% | -1.9% |
| 7D | -5.6% | -3.4% | -2.2% | -5.3% |
| 30D | -4.4% | +32.6% | -37.0% | -7.4% |
| 3M | -17.3% | -32.2% | +14.9% | -12.9% |
| 6M | +22.6% | +52.4% | -29.7% | +9.0% |
| All | +22.6% | +57.4% | -34.7% | +9.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling