+4,850.9%
KNX vs RGEN
+5,761.9%
-911.0%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.6% | -2.2% | -1.7% |
| 7D | +6.4% | -0.9% | +7.3% | +6.4% |
| 30D | +1.4% | +2.8% | -1.4% | +1.2% |
| 3M | -12.0% | +34.5% | -46.5% | -13.8% |
| 6M | +25.2% | +40.5% | -15.3% | +22.1% |
| YTD | +36.6% | +2.8% | +33.7% | +35.8% |
| 1Y | +67.6% | +39.6% | +28.0% | +63.3% |
| 3Y | +40.8% | +4.4% | +36.4% | +38.4% |
| 5Y | +43.3% | -42.8% | +86.1% | +44.0% |
| 10Y | +170.1% | +406.7% | -236.6% | +141.3% |
| All | +4,850.9% | +5,761.9% | -911.0% | +3,409.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 RGEN 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