+67.8%
KNX vs RACE
-13.6%
+81.4%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.2% | 0.0% |
| 7D | -0.5% | -2.2% | +1.7% | 0.0% |
| 30D | +1.0% | -0.4% | +1.4% | +1.1% |
| 3M | -12.6% | +17.9% | -30.6% | -16.5% |
| 6M | +21.1% | +19.3% | +1.8% | +14.8% |
| YTD | +33.2% | +11.9% | +21.3% | +28.0% |
| 1Y | +67.8% | -12.7% | +80.5% | +67.6% |
| All | +67.8% | -13.6% | +81.4% | +67.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 1y: compounded portfolio wealth divided by compounded RACE 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…
1y analysis · Full analysis span regression · 6 months rolling