+106.0%
KNX vs BURL
+261.4%
-155.4%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +4.2% | +1.0% | +4.2% |
| 7D | -0.3% | +7.7% | -8.0% | -2.2% |
| 30D | -4.7% | -7.1% | +2.5% | -3.1% |
| 3M | -12.0% | -30.3% | +18.3% | -4.3% |
| 6M | -3.5% | -15.5% | +12.0% | -0.4% |
| YTD | +18.6% | -11.0% | +29.5% | +20.5% |
| 1Y | +34.3% | -8.4% | +42.7% | +34.8% |
| 3Y | +28.8% | +96.7% | -67.9% | +6.2% |
| 5Y | +9.6% | -14.1% | +23.7% | +5.2% |
| 10Y | +106.0% | +255.1% | -149.1% | +48.4% |
| All | +106.0% | +261.4% | -155.4% | +48.4% |
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