+33.3%
KNX vs RL
+250.5%
-217.3%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.2% | +4.5% | +3.7% |
| 7D | +9.2% | +2.6% | +6.6% | +8.2% |
| 30D | +0.9% | +2.9% | -2.0% | -0.2% |
| 3M | -12.7% | 0.0% | -12.7% | -12.9% |
| 6M | +7.3% | +17.1% | -9.8% | -0.4% |
| YTD | +23.1% | +10.1% | +13.0% | +16.7% |
| 1Y | +47.1% | +17.3% | +29.7% | +35.7% |
| 3Y | +33.3% | +249.3% | -216.1% | -19.5% |
| All | +33.3% | +250.5% | -217.3% | -19.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling