+63.5%
KNX vs ROIV
+276.5%
-213.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.2% | +4.5% | +3.4% |
| 7D | +9.2% | +1.7% | +7.6% | +9.1% |
| 30D | +0.9% | +17.6% | -16.6% | -0.3% |
| 3M | -12.7% | +9.0% | -21.7% | -13.4% |
| 6M | +7.3% | +35.3% | -28.0% | +4.6% |
| YTD | +23.1% | +82.2% | -59.1% | +17.3% |
| 1Y | +47.1% | +92.3% | -45.2% | +39.6% |
| 3Y | +33.3% | +336.8% | -303.5% | +20.2% |
| 5Y | +12.1% | +370.6% | -358.5% | -4.4% |
| All | +63.5% | +276.5% | -213.0% | +47.6% |
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