+38.7%
KNX vs RMD
-23.0%
+61.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -1.4% |
| 7D | -5.6% | -4.4% | -1.2% | -4.4% |
| 30D | -4.4% | -3.1% | -1.3% | -3.6% |
| 3M | -17.3% | +13.8% | -31.1% | -20.8% |
| 6M | +22.6% | -8.6% | +31.2% | +25.1% |
| YTD | +31.1% | -8.6% | +39.8% | +33.5% |
| 1Y | +60.2% | -19.7% | +79.9% | +69.4% |
| 3Y | +35.8% | +48.4% | -12.6% | +14.8% |
| All | +38.7% | -23.0% | +61.8% | +36.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RMD.
Daily Out/Under-Performance
Portfolio return minus RMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMD 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 5y: compounded portfolio wealth divided by compounded RMD 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…
5y analysis · Full analysis span regression · 6 months rolling