+448.3%
KNX vs BUD
+201.1%
+247.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.2% | +3.6% | +3.7% |
| 7D | +7.4% | +0.3% | +7.1% | +7.3% |
| 30D | +2.0% | -5.7% | +7.6% | +3.8% |
| 3M | -7.9% | +3.1% | -11.0% | -8.9% |
| 6M | +14.4% | +7.9% | +6.5% | +11.3% |
| YTD | +38.9% | +27.3% | +11.6% | +28.2% |
| 1Y | +65.9% | +37.8% | +28.1% | +49.2% |
| 3Y | +35.8% | +49.8% | -14.0% | +16.7% |
| 5Y | +43.3% | +43.8% | -0.5% | +23.0% |
| 10Y | +179.6% | -22.6% | +202.3% | +183.9% |
| All | +448.3% | +201.1% | +247.2% | +220.9% |
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