+4,934.8%
KNX vs ROP
+8,658.0%
-3,723.2%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -3.6% | +7.3% | +5.0% |
| 7D | +7.4% | -4.4% | +11.8% | +9.0% |
| 30D | +2.0% | +3.2% | -1.3% | +0.6% |
| 3M | -7.9% | +23.1% | -30.9% | -14.9% |
| 6M | +14.4% | +13.3% | +1.1% | +8.4% |
| YTD | +38.9% | -7.9% | +46.8% | +40.8% |
| 1Y | +65.9% | -22.1% | +87.9% | +78.5% |
| 3Y | +35.8% | -16.8% | +52.6% | +42.7% |
| 5Y | +43.3% | -13.5% | +56.9% | +48.4% |
| 10Y | +179.6% | +137.7% | +41.9% | +106.6% |
| All | +4,934.8% | +8,658.0% | -3,723.2% | +1,848.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling