+3,009.7%
KNX vs RL
+1,366.2%
+1,643.6%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.0% | +1.7% | +3.2% |
| 7D | +7.4% | -0.8% | +8.2% | +7.6% |
| 30D | +2.0% | -7.8% | +9.7% | +4.3% |
| 3M | -7.9% | -4.0% | -3.9% | -7.1% |
| 6M | +14.4% | -1.9% | +16.2% | +14.0% |
| YTD | +38.9% | -0.2% | +39.1% | +37.6% |
| 1Y | +65.9% | +10.7% | +55.2% | +59.1% |
| 3Y | +35.8% | +210.8% | -174.9% | -5.8% |
| 5Y | +43.3% | +238.2% | -194.9% | -5.0% |
| 10Y | +179.6% | +313.4% | -133.8% | +62.3% |
| All | +3,009.7% | +1,366.2% | +1,643.6% | +1,022.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling