+4,711.0%
KNX vs RIO
+3,560.3%
+1,150.7%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.1% | -2.7% | -2.8% |
| 7D | +2.3% | +1.0% | +1.4% | +2.1% |
| 30D | +0.5% | +4.0% | -3.6% | -0.7% |
| 3M | -14.1% | +4.5% | -18.7% | -15.3% |
| 6M | +19.8% | +17.3% | +2.4% | +14.1% |
| YTD | +32.7% | +36.2% | -3.4% | +21.2% |
| 1Y | +62.3% | +76.1% | -13.8% | +38.2% |
| 3Y | +36.8% | +102.5% | -65.7% | +11.3% |
| 5Y | +41.8% | +103.5% | -61.8% | +12.3% |
| 10Y | +169.7% | +619.2% | -449.5% | +48.9% |
| All | +4,711.0% | +3,560.3% | +1,150.7% | +1,275.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling