+13.6%
KNX vs RACE
+64.4%
-50.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.4% | +1.9% | +2.8% |
| 7D | +9.2% | -1.2% | +10.4% | +9.7% |
| 30D | +0.9% | +6.1% | -5.2% | -1.1% |
| 3M | -12.7% | -0.3% | -12.4% | -12.8% |
| 6M | +7.3% | +23.4% | -16.1% | -1.1% |
| YTD | +23.1% | +12.5% | +10.6% | +16.8% |
| 1Y | +47.1% | -0.5% | +47.5% | +45.6% |
| 3Y | +33.3% | +23.6% | +9.6% | +13.1% |
| All | +13.6% | +64.4% | -50.8% | -25.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling