+65.4%
KNX vs RL
+13.6%
+51.9%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.0% | +1.4% | +2.8% |
| 7D | +7.1% | -0.8% | +7.9% | +7.3% |
| 30D | +1.7% | -7.8% | +9.4% | +4.2% |
| 3M | -8.1% | -4.0% | -4.1% | -7.8% |
| 6M | +14.0% | -1.9% | +15.9% | +13.3% |
| YTD | +38.5% | -0.2% | +38.7% | +36.0% |
| 1Y | +65.4% | +10.7% | +54.7% | +52.4% |
| All | +65.4% | +13.6% | +51.9% | +52.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 1y: compounded portfolio wealth divided by compounded RL 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…
1y analysis · Full analysis span regression · 6 months rolling