+372.0%
KNX vs RNG
+302.4%
+69.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.5% |
| 7D | -0.5% | -9.6% | +9.1% | +1.0% |
| 30D | +1.0% | +8.8% | -7.8% | -0.4% |
| 3M | -12.6% | +78.6% | -91.3% | -20.9% |
| 6M | +21.1% | +70.3% | -49.2% | +9.3% |
| YTD | +33.2% | +140.3% | -107.1% | +12.4% |
| 1Y | +67.8% | +126.6% | -58.8% | +42.5% |
| 3Y | +37.3% | +120.2% | -82.9% | +14.2% |
| 5Y | +41.1% | -68.3% | +109.4% | +43.2% |
| 10Y | +170.6% | +220.6% | -50.0% | +64.6% |
| All | +372.0% | +302.4% | +69.7% | +169.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling