+37.9%
KNX vs ROP
-19.1%
+57.0%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.5% |
| 7D | -0.5% | -8.0% | +7.5% | +2.6% |
| 30D | +1.0% | -2.7% | +3.8% | +1.8% |
| 3M | -12.6% | +16.6% | -29.2% | -19.1% |
| 6M | +21.1% | +10.4% | +10.7% | +14.8% |
| YTD | +33.2% | -12.1% | +45.3% | +43.9% |
| 1Y | +67.8% | -23.6% | +91.4% | +98.8% |
| All | +37.9% | -19.1% | +57.0% | +54.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling