+37.4%
KNX vs RL
+198.9%
-161.5%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.3% | +0.5% | -1.6% |
| 7D | +2.3% | -0.3% | +2.6% | +2.5% |
| 30D | +0.5% | -17.5% | +18.0% | +7.8% |
| 3M | -14.1% | -14.0% | -0.1% | -9.7% |
| 6M | +19.8% | -2.0% | +21.7% | +18.8% |
| YTD | +32.7% | -4.6% | +37.3% | +32.9% |
| 1Y | +62.3% | +9.5% | +52.8% | +53.7% |
| All | +37.4% | +198.9% | -161.5% | -10.8% |
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