+37.4%
KNX vs REPL
-27.0%
+64.4%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.2% | -0.7% | -2.8% |
| 7D | +2.3% | -9.6% | +11.9% | +2.4% |
| 30D | +0.5% | +5.7% | -5.2% | +0.4% |
| 3M | -14.1% | +56.4% | -70.5% | -15.1% |
| 6M | +19.8% | +67.4% | -47.7% | +16.6% |
| YTD | +32.7% | +48.7% | -15.9% | +29.5% |
| 1Y | +62.3% | +148.3% | -86.0% | +54.7% |
| All | +37.4% | -27.0% | +64.4% | +25.7% |
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 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