+4,711.0%
KNX vs RRC
+887.1%
+3,824.0%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.4% | -2.5% | -2.8% |
| 7D | +2.3% | -1.7% | +4.1% | +2.5% |
| 30D | +0.5% | +3.6% | -3.1% | 0.0% |
| 3M | -14.1% | +8.8% | -23.0% | -15.2% |
| 6M | +19.8% | +0.8% | +19.0% | +19.2% |
| YTD | +32.7% | +19.0% | +13.8% | +29.1% |
| 1Y | +62.3% | +22.9% | +39.4% | +56.8% |
| 3Y | +36.8% | +32.3% | +4.5% | +29.5% |
| 5Y | +41.8% | +151.6% | -109.8% | +19.7% |
| 10Y | +169.7% | +5.5% | +164.2% | +123.5% |
| All | +4,711.0% | +887.1% | +3,824.0% | +3,331.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling