+398.8%
KNX vs BTG
+371.8%
+27.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.9% | +3.2% | +0.4% |
| 7D | -0.5% | -5.5% | +5.0% | -0.3% |
| 30D | +1.0% | +6.1% | -5.1% | +0.8% |
| 3M | -12.6% | +38.6% | -51.3% | -13.5% |
| 6M | +21.1% | +0.7% | +20.4% | +20.8% |
| YTD | +33.2% | +20.3% | +12.9% | +32.1% |
| 1Y | +67.8% | +25.0% | +42.7% | +66.1% |
| 3Y | +37.3% | +97.3% | -60.0% | +33.9% |
| 5Y | +41.1% | +78.3% | -37.3% | +37.5% |
| 10Y | +170.6% | +151.6% | +19.0% | +160.3% |
| All | +398.8% | +371.8% | +27.0% | +402.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling