+164.3%
KNX vs RL
+308.3%
-144.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.2% |
| 7D | -0.5% | -2.2% | +1.7% | +0.3% |
| 30D | +1.0% | -15.3% | +16.4% | +6.9% |
| 3M | -12.6% | -10.3% | -2.3% | -9.7% |
| 6M | +21.1% | -2.2% | +23.3% | +20.6% |
| YTD | +33.2% | -4.3% | +37.5% | +33.5% |
| 1Y | +67.8% | +8.9% | +58.9% | +60.7% |
| 3Y | +37.3% | +201.4% | -164.1% | -8.7% |
| 5Y | +41.1% | +230.6% | -189.5% | -11.3% |
| All | +164.3% | +308.3% | -144.0% | +47.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling