+4,727.8%
KNX vs BTI
+4,525.7%
+202.1%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.6% | +0.2% |
| 7D | -0.5% | -2.0% | +1.5% | -0.1% |
| 30D | +1.0% | -3.4% | +4.5% | +1.7% |
| 3M | -12.6% | -9.0% | -3.7% | -11.1% |
| 6M | +21.1% | -5.0% | +26.1% | +22.0% |
| YTD | +33.2% | -0.3% | +33.5% | +32.8% |
| 1Y | +67.8% | +3.1% | +64.7% | +66.1% |
| 3Y | +37.3% | +111.0% | -73.6% | +16.7% |
| 5Y | +41.1% | +117.0% | -76.0% | +18.8% |
| 10Y | +170.6% | +73.9% | +96.7% | +130.7% |
| All | +4,727.8% | +4,525.7% | +202.1% | +3,005.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling