+33.3%
KNX vs BURL
+87.4%
-54.2%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -3.6% | +6.9% | +4.3% |
| 7D | +9.2% | -1.6% | +10.8% | +9.7% |
| 30D | +0.9% | -7.7% | +8.7% | +3.1% |
| 3M | -12.7% | -31.7% | +18.9% | -3.0% |
| 6M | +7.3% | -15.2% | +22.5% | +10.9% |
| YTD | +23.1% | -15.9% | +39.0% | +27.1% |
| 1Y | +47.1% | -14.2% | +61.3% | +50.0% |
| 3Y | +33.3% | +93.5% | -60.3% | +15.8% |
| All | +33.3% | +87.4% | -54.2% | +15.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling