+65.4%
KNX vs RRC
+23.4%
+42.1%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.9% | +4.4% | +3.4% |
| 7D | +7.1% | +1.3% | +5.8% | +7.2% |
| 30D | +1.7% | +10.1% | -8.5% | +2.7% |
| 3M | -8.1% | +4.0% | -12.1% | -7.8% |
| 6M | +14.0% | +1.6% | +12.4% | +14.2% |
| YTD | +38.5% | +19.7% | +18.8% | +40.3% |
| 1Y | +65.4% | +21.4% | +44.0% | +69.8% |
| All | +65.4% | +23.4% | +42.1% | +69.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 1y: compounded portfolio wealth divided by compounded RRC 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…
1y analysis · Full analysis span regression · 6 months rolling