+19.6%
KNX vs BURL
+86.7%
-67.1%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.6% | -0.2% | -1.3% |
| 7D | -3.9% | +4.1% | -8.0% | -5.0% |
| 30D | -8.2% | -9.5% | +1.3% | -5.7% |
| 3M | -15.4% | -33.5% | +18.1% | -5.3% |
| 6M | -8.6% | -22.1% | +13.5% | -3.0% |
| YTD | +12.7% | -14.6% | +27.3% | +15.9% |
| 1Y | +33.4% | -8.4% | +41.7% | +33.3% |
| 3Y | +19.6% | +86.6% | -66.9% | +3.7% |
| All | +19.6% | +86.7% | -67.1% | +3.7% |
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