+35.8%
KNX vs BTI
+109.4%
-73.6%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.7% | -2.2% | -1.6% |
| 7D | -5.6% | -0.2% | -5.4% | -5.6% |
| 30D | -4.4% | -1.1% | -3.3% | -4.3% |
| 3M | -17.3% | -8.8% | -8.6% | -16.4% |
| 6M | +22.6% | -4.0% | +26.6% | +23.4% |
| YTD | +31.1% | +0.4% | +30.8% | +31.7% |
| 1Y | +60.2% | +1.9% | +58.3% | +61.0% |
| 3Y | +35.8% | +108.5% | -72.8% | +15.9% |
| All | +35.8% | +109.4% | -73.6% | +15.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 BTI 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