+160.2%
KNX vs RIO
+608.6%
-448.4%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.6% | -2.1% | -1.7% |
| 7D | -5.6% | -3.2% | -2.4% | -4.6% |
| 30D | -4.4% | +0.9% | -5.3% | -4.8% |
| 3M | -17.3% | -1.4% | -15.9% | -17.2% |
| 6M | +22.6% | +10.9% | +11.7% | +17.5% |
| YTD | +31.1% | +31.2% | -0.1% | +18.3% |
| 1Y | +60.2% | +67.9% | -7.7% | +32.9% |
| 3Y | +35.8% | +88.8% | -53.0% | +7.0% |
| 5Y | +38.9% | +93.1% | -54.2% | +4.7% |
| All | +160.2% | +608.6% | -448.4% | +15.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RIO.
Daily Out/Under-Performance
Portfolio return minus RIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIO 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 10y: compounded portfolio wealth divided by compounded RIO 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…
10y analysis · Full analysis span regression · 6 months rolling