+33.3%
KNX vs REPL
+97.7%
-64.5%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.4% | +3.7% | +3.3% |
| 7D | +9.2% | +1.2% | +8.0% | +9.2% |
| 30D | +0.9% | +92.2% | -91.3% | +0.2% |
| 3M | -12.7% | +44.1% | -56.8% | -13.1% |
| 6M | +7.3% | +313.0% | -305.7% | +4.5% |
| YTD | +23.1% | +125.2% | -102.1% | +19.7% |
| 1Y | +47.1% | +143.8% | -96.7% | +42.8% |
| 3Y | +33.3% | +104.2% | -70.9% | +19.1% |
| All | +33.3% | +97.7% | -64.5% | +19.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling