+296.8%
KNX vs BURL
+970.5%
-673.8%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.6% | -0.2% | -1.4% |
| 7D | -3.9% | +4.1% | -8.0% | -4.8% |
| 30D | -8.2% | -9.5% | +1.3% | -6.2% |
| 3M | -15.4% | -33.5% | +18.1% | -7.4% |
| 6M | -8.6% | -22.1% | +13.5% | -4.0% |
| YTD | +12.7% | -14.6% | +27.3% | +15.6% |
| 1Y | +33.4% | -8.4% | +41.7% | +33.9% |
| 3Y | +19.6% | +86.6% | -66.9% | +0.8% |
| 5Y | +7.3% | -17.2% | +24.5% | +3.7% |
| 10Y | +118.1% | +256.4% | -138.3% | +49.0% |
| All | +296.8% | +970.5% | -673.8% | +146.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling