+105.8%
KNX vs REPL
-6.0%
+111.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.6% | +5.4% | +3.8% |
| 7D | +7.4% | -3.0% | +10.3% | +7.5% |
| 30D | +2.0% | +27.1% | -25.2% | +1.0% |
| 3M | -7.9% | +52.4% | -60.3% | -10.7% |
| 6M | +14.4% | +107.4% | -93.1% | +5.4% |
| YTD | +38.9% | +54.7% | -15.8% | +29.6% |
| 1Y | +65.9% | +158.9% | -93.0% | +47.0% |
| 3Y | +35.8% | -23.7% | +59.6% | +16.3% |
| 5Y | +43.3% | -54.3% | +97.7% | +24.8% |
| All | +105.8% | -6.0% | +111.8% | +34.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling