+41.1%
KNX vs RRC
+150.0%
-108.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.3% |
| 7D | -0.5% | -1.2% | +0.7% | -0.4% |
| 30D | +1.0% | +3.0% | -2.0% | +0.6% |
| 3M | -12.6% | +7.3% | -19.9% | -13.5% |
| 6M | +21.1% | +3.6% | +17.5% | +20.1% |
| YTD | +33.2% | +19.4% | +13.8% | +29.5% |
| 1Y | +67.8% | +21.4% | +46.4% | +62.2% |
| 3Y | +37.3% | +32.8% | +4.6% | +29.8% |
| 5Y | +41.1% | +152.0% | -110.9% | +24.1% |
| All | +41.1% | +150.0% | -108.9% | +24.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling