+37.4%
KNX vs RBA
+26.3%
+11.1%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.7% | -2.2% | -2.6% |
| 7D | +2.3% | -1.9% | +4.2% | +2.9% |
| 30D | +0.5% | -13.0% | +13.4% | +4.3% |
| 3M | -14.1% | -23.1% | +9.0% | -8.3% |
| 6M | +19.8% | -22.6% | +42.4% | +27.4% |
| YTD | +32.7% | -20.4% | +53.1% | +39.4% |
| 1Y | +62.3% | -29.6% | +91.9% | +76.8% |
| All | +37.4% | +26.3% | +11.1% | +27.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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