+2,395.8%
KNX vs RBA
+3,565.6%
-1,169.8%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.3% | +3.5% | +3.7% |
| 7D | +7.4% | -2.9% | +10.3% | +8.2% |
| 30D | +2.0% | -12.3% | +14.3% | +5.4% |
| 3M | -7.9% | -20.5% | +12.6% | -2.8% |
| 6M | +14.4% | -18.5% | +32.9% | +19.8% |
| YTD | +38.9% | -18.2% | +57.1% | +45.0% |
| 1Y | +65.9% | -27.5% | +93.4% | +78.4% |
| 3Y | +35.8% | +38.1% | -2.2% | +22.0% |
| 5Y | +43.3% | +44.8% | -1.5% | +24.0% |
| 10Y | +179.6% | +187.1% | -7.5% | +92.1% |
| All | +2,395.8% | +3,565.6% | -1,169.8% | +706.8% |
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