+76.9%
KNX vs ROIV
+289.9%
-213.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.1% | +2.4% | +0.5% |
| 7D | -0.5% | +19.0% | -19.5% | -1.9% |
| 30D | +1.0% | +16.1% | -15.1% | -0.2% |
| 3M | -12.6% | +44.1% | -56.7% | -15.1% |
| 6M | +21.1% | +37.8% | -16.8% | +17.9% |
| YTD | +33.2% | +88.7% | -55.5% | +26.7% |
| 1Y | +67.8% | +197.3% | -129.5% | +54.9% |
| 3Y | +37.3% | +224.9% | -187.6% | +24.8% |
| 5Y | +41.1% | +311.0% | -270.0% | +26.7% |
| All | +76.9% | +289.9% | -213.0% | +59.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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