+160.2%
KNX vs RNG
+222.9%
-62.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.4% | -1.5% |
| 7D | -5.6% | -6.1% | +0.5% | -4.7% |
| 30D | -4.4% | +9.6% | -14.0% | -5.8% |
| 3M | -17.3% | +83.3% | -100.7% | -25.4% |
| 6M | +22.6% | +77.9% | -55.3% | +10.0% |
| YTD | +31.1% | +139.9% | -108.8% | +10.7% |
| 1Y | +60.2% | +121.7% | -61.5% | +36.6% |
| 3Y | +35.8% | +121.9% | -86.1% | +12.8% |
| 5Y | +38.9% | -68.4% | +107.3% | +38.9% |
| All | +160.2% | +222.9% | -62.6% | +31.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling