+2,111.9%
KNX vs RBA
+4,075.0%
-1,963.1%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.9% | +2.4% | +3.1% |
| 7D | +9.2% | +1.7% | +7.5% | +8.8% |
| 30D | +0.9% | +8.3% | -7.4% | -1.2% |
| 3M | -12.7% | +10.5% | -23.3% | -15.2% |
| 6M | +7.3% | -5.9% | +13.2% | +8.1% |
| YTD | +23.1% | -6.9% | +30.0% | +24.0% |
| 1Y | +47.1% | -4.9% | +51.9% | +47.3% |
| 3Y | +33.3% | +64.5% | -31.2% | +14.4% |
| 5Y | +12.1% | +46.1% | -34.0% | -3.0% |
| 10Y | +106.9% | +208.2% | -101.3% | +39.5% |
| All | +2,111.9% | +4,075.0% | -1,963.1% | +590.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling