+65.9%
KNX vs BTG
+38.4%
+27.5%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.4% | +5.2% | +3.9% |
| 7D | +7.4% | -0.9% | +8.3% | +7.4% |
| 30D | +2.0% | +36.8% | -34.9% | 0.0% |
| 3M | -7.9% | +23.1% | -31.0% | -9.0% |
| 6M | +14.4% | +3.5% | +10.9% | +13.3% |
| YTD | +38.9% | +25.5% | +13.4% | +35.6% |
| 1Y | +65.9% | +40.1% | +25.8% | +72.8% |
| All | +65.9% | +38.4% | +27.5% | +72.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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