+60.2%
KNX vs RL
+8.8%
+51.4%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.7% | -2.3% | -1.8% |
| 7D | -5.6% | -3.4% | -2.1% | -4.4% |
| 30D | -4.4% | -14.4% | +10.0% | +0.6% |
| 3M | -17.3% | -13.6% | -3.8% | -13.6% |
| 6M | +22.6% | +0.6% | +22.1% | +19.5% |
| YTD | +31.1% | -3.6% | +34.8% | +30.4% |
| 1Y | +60.2% | +8.3% | +51.9% | +48.4% |
| All | +60.2% | +8.8% | +51.4% | +48.4% |
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