+58.2%
KNX vs ROIV
+280.9%
-222.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.4% | +3.4% | -0.7% |
| 7D | +3.8% | +9.2% | -5.4% | +3.2% |
| 30D | -2.0% | +19.9% | -21.9% | -3.3% |
| 3M | -13.2% | +10.6% | -23.7% | -14.0% |
| 6M | +3.6% | +36.1% | -32.4% | +1.0% |
| YTD | +19.1% | +84.3% | -65.1% | +13.5% |
| 1Y | +39.5% | +87.6% | -48.1% | +32.6% |
| 3Y | +28.7% | +353.9% | -325.2% | +15.9% |
| 5Y | +8.5% | +376.1% | -367.6% | -7.5% |
| All | +58.2% | +280.9% | -222.6% | +42.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling