+35.8%
KNX vs BTG
+94.8%
-59.1%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.4% | -1.9% | -1.6% |
| 7D | -5.6% | -3.8% | -1.8% | -5.4% |
| 30D | -4.4% | +3.6% | -8.0% | -4.7% |
| 3M | -17.3% | +32.0% | -49.3% | -18.9% |
| 6M | +22.6% | +3.4% | +19.3% | +21.6% |
| YTD | +31.1% | +20.8% | +10.4% | +28.4% |
| 1Y | +60.2% | +22.4% | +37.8% | +56.7% |
| 3Y | +35.8% | +91.7% | -56.0% | +23.5% |
| All | +35.8% | +94.8% | -59.1% | +23.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling