+37.4%
KNX vs ROIV
+230.5%
-193.1%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.8% | -3.6% | -3.0% |
| 7D | +2.3% | +22.3% | -20.0% | -1.5% |
| 30D | +0.5% | +16.9% | -16.4% | -2.5% |
| 3M | -14.1% | +43.9% | -58.1% | -20.1% |
| 6M | +19.8% | +41.6% | -21.8% | +11.4% |
| YTD | +32.7% | +92.7% | -59.9% | +16.0% |
| 1Y | +62.3% | +210.2% | -147.8% | +28.3% |
| All | +37.4% | +230.5% | -193.1% | +1.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling