+160.2%
KNX vs BTG
+159.3%
+0.9%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.4% | -1.9% | -1.5% |
| 7D | -5.6% | -3.8% | -1.8% | -5.5% |
| 30D | -4.4% | +3.6% | -8.0% | -4.5% |
| 3M | -17.3% | +32.0% | -49.3% | -18.2% |
| 6M | +22.6% | +3.4% | +19.3% | +22.1% |
| YTD | +31.1% | +20.8% | +10.4% | +29.8% |
| 1Y | +60.2% | +22.4% | +37.8% | +58.4% |
| 3Y | +35.8% | +91.7% | -56.0% | +31.8% |
| 5Y | +38.9% | +79.0% | -40.1% | +34.8% |
| All | +160.2% | +159.3% | +0.9% | +165.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling