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  • KNX vs ROP✓SelectedUSD · ROPKNX vs ROP performance historyLatest closeAs of-1.67%09/08
Stock and ETF performance explorer

KNX vs ROP

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+4,850.9%
ROP return
+8,407.9%
Excess return
-3,557.1%
Maximum drawdown
-60.9%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 1990-01-01 to 2026-09-08.

Portfolio and benchmark returns by period
PeriodPortfolioROPExcessAlpha
1D-1.7%-2.9%+1.2%-0.7%
7D+6.4%-5.4%+11.8%+8.4%
30D+1.4%-1.6%+3.0%+1.8%
3M-12.0%+18.8%-30.9%-17.8%
6M+25.2%+8.2%+16.9%+20.6%
YTD+36.6%-10.5%+47.1%+39.9%
1Y+67.6%-23.7%+91.3%+81.7%
3Y+40.8%-17.9%+58.7%+48.6%
5Y+43.3%-15.3%+58.7%+49.5%
10Y+170.1%+133.4%+36.7%+100.9%
All+4,850.9%+8,407.9%-3,557.1%+1,835.3%

Cumulative growth

Daily Returns

Daily percentage return beside ROP.

Daily Out/Under-Performance

Portfolio return minus ROP return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × ROP 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded ROP 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…

1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling