+60.2%
KNX vs RNG
+128.1%
-67.9%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.4% | -1.5% |
| 7D | -5.6% | -6.1% | +0.5% | -5.1% |
| 30D | -4.4% | +9.6% | -14.0% | -5.2% |
| 3M | -17.3% | +83.3% | -100.7% | -22.1% |
| 6M | +22.6% | +77.9% | -55.3% | +15.0% |
| YTD | +31.1% | +139.9% | -108.8% | +15.9% |
| 1Y | +60.2% | +121.7% | -61.5% | +41.4% |
| All | +60.2% | +128.1% | -67.9% | +41.4% |
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