+41.8%
KNX vs RACE
+87.3%
-45.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.9% | -1.9% | -2.5% |
| 7D | +2.3% | -2.6% | +5.0% | +3.2% |
| 30D | +0.5% | -1.1% | +1.6% | +0.8% |
| 3M | -14.1% | +12.5% | -26.7% | -17.9% |
| 6M | +19.8% | +17.4% | +2.3% | +12.4% |
| YTD | +32.7% | +10.1% | +22.6% | +27.1% |
| 1Y | +62.3% | -15.1% | +77.5% | +68.8% |
| 3Y | +36.8% | +38.9% | -2.1% | +9.6% |
| 5Y | +41.8% | +90.7% | -48.9% | -6.8% |
| All | +41.8% | +87.3% | -45.5% | -6.8% |
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