+385.9%
KNX vs BUD
+217.8%
+168.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.1% | +2.2% | +3.0% |
| 7D | +9.2% | +1.0% | +8.2% | +8.9% |
| 30D | +0.9% | +6.7% | -5.7% | -1.3% |
| 3M | -12.7% | +5.7% | -18.4% | -14.5% |
| 6M | +7.3% | +5.8% | +1.5% | +4.9% |
| YTD | +23.1% | +34.4% | -11.3% | +11.4% |
| 1Y | +47.1% | +33.3% | +13.8% | +33.4% |
| 3Y | +33.3% | +48.8% | -15.6% | +14.6% |
| 5Y | +12.1% | +52.5% | -40.4% | -5.6% |
| 10Y | +106.9% | -4.0% | +110.9% | +92.6% |
| All | +385.9% | +217.8% | +168.1% | +178.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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