+76.5%
KNX vs REPL
+37.4%
+39.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.9% | -1.1% |
| 7D | +3.8% | +9.8% | -6.0% | +3.5% |
| 30D | -2.0% | +81.5% | -83.5% | -4.1% |
| 3M | -13.2% | +44.2% | -57.4% | -14.4% |
| 6M | +3.6% | +437.4% | -433.8% | -5.6% |
| YTD | +19.1% | +126.1% | -107.0% | +9.6% |
| 1Y | +39.5% | +143.1% | -103.6% | +27.8% |
| 3Y | +28.7% | +97.8% | -69.1% | +3.4% |
| 5Y | +8.5% | -34.3% | +42.8% | -6.6% |
| All | +76.5% | +37.4% | +39.1% | +13.9% |
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