+84.5%
KNX vs ROIV
+232.7%
-148.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.5% | +2.3% | +3.7% |
| 7D | +7.4% | +0.6% | +6.7% | +7.3% |
| 30D | +2.0% | +1.0% | +1.0% | +1.9% |
| 3M | -7.9% | +18.3% | -26.2% | -9.1% |
| 6M | +14.4% | +18.3% | -4.0% | +12.7% |
| YTD | +38.9% | +61.0% | -22.1% | +33.9% |
| 1Y | +65.9% | +177.9% | -112.0% | +54.2% |
| 3Y | +35.8% | +199.1% | -163.2% | +24.7% |
| 5Y | +43.3% | +250.7% | -207.4% | +30.3% |
| All | +84.5% | +232.7% | -148.2% | +68.4% |
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 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