+160.2%
KNX vs ROP
+135.6%
+24.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | -5.6% | -4.6% | -1.0% | -3.3% |
| 30D | -4.4% | -1.7% | -2.7% | -3.9% |
| 3M | -17.3% | +17.1% | -34.4% | -24.8% |
| 6M | +22.6% | +10.9% | +11.8% | +14.3% |
| YTD | +31.1% | -12.1% | +43.2% | +37.8% |
| 1Y | +60.2% | -24.2% | +84.5% | +83.2% |
| 3Y | +35.8% | -20.4% | +56.1% | +50.1% |
| 5Y | +38.9% | -15.4% | +54.3% | +47.1% |
| All | +160.2% | +135.6% | +24.6% | +55.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling