+35.8%
KNX vs RNG
+119.8%
-84.0%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.4% | -1.5% |
| 7D | -5.6% | -6.1% | +0.5% | -4.6% |
| 30D | -4.4% | +9.6% | -14.0% | -6.0% |
| 3M | -17.3% | +83.3% | -100.7% | -26.3% |
| 6M | +22.6% | +77.9% | -55.3% | +8.3% |
| YTD | +31.1% | +139.9% | -108.8% | +6.6% |
| 1Y | +60.2% | +121.7% | -61.5% | +32.0% |
| 3Y | +35.8% | +121.9% | -86.1% | +5.7% |
| All | +35.8% | +119.8% | -84.0% | +5.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling