+174.7%
KNX vs BURL
+218.2%
-43.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.6% | +1.2% | +3.1% |
| 7D | +7.4% | -2.8% | +10.2% | +8.1% |
| 30D | +2.0% | -28.2% | +30.1% | +10.3% |
| 3M | -7.9% | -17.6% | +9.7% | -3.8% |
| 6M | +14.4% | -11.8% | +26.1% | +17.0% |
| YTD | +38.9% | -8.1% | +47.0% | +40.5% |
| 1Y | +65.9% | -12.0% | +77.8% | +68.4% |
| 3Y | +35.8% | +63.3% | -27.5% | +16.8% |
| 5Y | +43.3% | -10.8% | +54.1% | +36.5% |
| All | +174.7% | +218.2% | -43.6% | +92.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 10y: compounded portfolio wealth divided by compounded BURL 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…
10y analysis · Full analysis span regression · 6 months rolling