+97.3%
KNX vs REPL
-17.3%
+114.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -8.4% | +8.7% | +0.6% |
| 7D | -0.5% | -13.4% | +12.9% | 0.0% |
| 30D | +1.0% | -3.0% | +4.0% | +1.1% |
| 3M | -12.6% | +56.3% | -69.0% | -15.4% |
| 6M | +21.1% | +60.9% | -39.8% | +12.9% |
| YTD | +33.2% | +36.2% | -3.0% | +24.8% |
| 1Y | +67.8% | +121.0% | -53.3% | +49.6% |
| 3Y | +37.3% | -32.8% | +70.1% | +18.1% |
| 5Y | +41.1% | -58.7% | +99.7% | +23.0% |
| All | +97.3% | -17.3% | +114.6% | +29.7% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 10y: compounded portfolio wealth divided by compounded REPL 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…
10y analysis · Full analysis span regression · 6 months rolling