+65.4%
KNX vs RNG
+144.7%
-79.3%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -3.9% | +7.4% | +3.8% |
| 7D | +7.1% | +5.8% | +1.3% | +6.5% |
| 30D | +1.7% | +19.6% | -17.9% | 0.0% |
| 3M | -8.1% | +67.0% | -75.2% | -12.5% |
| 6M | +14.0% | +88.4% | -74.3% | +6.3% |
| YTD | +38.5% | +155.5% | -117.0% | +21.7% |
| 1Y | +65.4% | +141.7% | -76.3% | +44.4% |
| All | +65.4% | +144.7% | -79.3% | +44.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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